Efficient specification tests for limited dependent variable models

DOI10.1016/0165-1765(82)90007-6zbMATH Open1273.62269OpenAlexW2091844395WikidataQ56806340 ScholiaQ56806340MaRDI QIDQ373764FDOQ373764

Authors: Carlos M. Jarque, Anil K. Bera 

Publication date: 25 October 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(82)90007-6

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Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

• Estimation of Relationships for Limited Dependent Variables
• A Test for Normality of Observations and Regression Residuals
• Note on the Uniqueness of the Maximum Likelihood Estimator for the Tobit Model
• Regression Analysis when the Dependent Variable Is Truncated Normal
• Title not available (Why is that?)
• A Simple Test for Heteroscedasticity and Random Coefficient Variation
• Some Large-Sample Tests for Nonnormality in the Linear Regression Model
• A note on a heteroscedastic model
• Title not available (Why is that?)
• A Kolmogorov-Smirnov Test for Censored Samples
• Title not available (Why is that?)
• A Note on the Computation of the Tobit Estimator

Cited In (9)

• Prediction tests in limited dependent variable models
• MMC techniques for limited dependent variables models: implementation by the branch-and-bound algorithm
• Simulataneous specicication test in a binary logit
• Bivariate alternatives to the Tobit model
• Testing the normality assumption in multivariate simultaneous limited dependent variable models
• Applying estimated score tests in econometrics
• Distributional specification tests against semiparametric alternatives
• Testing the Normality Assumption in Limited Dependent Variable Models
• Testing for heteroskedasticity in the Tobit and probit models

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