Efficient specification tests for limited dependent variable models

DOI10.1016/0165-1765(82)90007-6zbMath1273.62269OpenAlexW2091844395WikidataQ56806340 ScholiaQ56806340MaRDI QIDQ373764

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

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (4)

Bivariate alternatives to the Tobit model ⋮ Simulataneous specicication test in a binary logit ⋮ Applying estimated score tests in econometrics ⋮ Testing for heteroskedasticity in the tobit and probit models

Cites Work

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• Some Large-Sample Tests for Nonnormality in the Linear Regression Model
• A Note on the Computation of the Tobit Estimator
• Note on the Uniqueness of the Maximum Likelihood Estimator for the Tobit Model
• A Test for Normality of Observations and Regression Residuals
• Regression Analysis when the Dependent Variable Is Truncated Normal

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