A Test for Misspecification in the Censored Normal Model

DOI10.2307/1912756zbMath0464.62101OpenAlexW2062611520MaRDI QIDQ3915888

Forrest D. Nelson

Publication date: 1981

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1912756

zbMATH Keywords

maximum likelihoodmisspecificationspecification testcensored normal modelTobit regression case

Mathematics Subject Classification ID

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

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