Regression spline bivariate probit models: A practical approach to testing for exogeneity

DOI10.1080/03610918.2015.1041974zbMATH Open1364.62097OpenAlexW1653951437MaRDI QIDQ5267916FDOQ5267916

Giampiero Marra, Rosalba Radice, Panagiota Filippou

Publication date: 13 June 2017

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: http://openaccess.city.ac.uk/20946/1/Regression%20Spline%20Bivariate%20Probit%20Models%20A%20Practical%20Approach%20to%20testing%20for%20Exogenity.pdf

zbMATH Keywords

endogeneityWald testlikelihood ratio testbivariate probit modelLagrange multiplier testnon-random sample selectionpenalized regression splinegradient test

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10)

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