The Common Structure of Tests for Selectivity Bias, Serial Correlation, Heteroscedasticity and Non-Normality in the Tobit Model

DOI10.2307/2526523MaRDI QIDQ3683400zbMATH OpenOpenAlexFDO

Authors Lung-fei Lee, G. S. Maddala

Publication date 1985

Published in International Economic Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2526523

zbMATH Keywords

heteroscedasticitynon-normalityselectivity biasserial correlationTobit model

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

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Cited in

(6)

• Testing the normality assumption in multivariate simultaneous limited dependent variable models
• A Monte Carlo investigation of the sampling behavior of conditional moment tests in Tobit and probit models
• Estimation of dynamic and ARCH Tobit models
• Testing for normality in a probit model with double selection.
• The Sample Selection Model from a Method of Moments Perspective
• Testing for heteroskedasticity in the Tobit and probit models

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