Testing for heteroskedasticity in the tobit and probit models
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Publication:5124799
DOI10.1080/02664760903563684OpenAlexW1986358996MaRDI QIDQ5124799
Publication date: 30 September 2020
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02664760903563684
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Uses Software
Cites Work
- A Simple Test for Heteroscedasticity and Random Coefficient Variation
- Efficient specification tests for limited dependent variable models
- Least absolute deviations estimation for the censored regression model
- Residual analysis in the grouped and censored normal linear model
- Estimation in truncated samples when there is heteroscedasticity
- A Monte Carlo investigation of the sampling behavior of conditional moment tests in Tobit and probit models
- Testing the Normality Assumption in the Tobit Model
- The Common Structure of Tests for Selectivity Bias, Serial Correlation, Heteroscedasticity and Non-Normality in the Tobit Model
- An Investigation of the Robustness of the Tobit Estimator to Non-Normality
- An Efficient Semiparametric Estimator for Binary Response Models
- Microeconometrics
- Maximum Likelihood Estimation of Misspecified Models
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