Testing for normality in a probit model with double selection.

DOI10.1016/S0165-1765(99)00134-2MaRDI QIDQ1960673zbMATH OpenOpenAlexFDO

Authors Kajal Lahiri, Jae G. Song

Publication date 12 January 2000

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0165-1765(99)00134-2

zbMATH Keywords

Double selectionEdgeworth expansionMultivariate probitNormality test

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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Cites work

• A REDUCTION FORMULA FOR NORMAL MULTIVARIATE INTEGRALS
• scientific article; zbMATH DE number 45789 (Why is no real title available?)
• Specification Tests Based on Artificial Regressions
• Testing normality in econometric models
• Testing the Normality Assumption in Limited Dependent Variable Models
• Tests for the Bivariate Normal Distribution in Econometric Models with Selectivity
• The Common Structure of Tests for Selectivity Bias, Serial Correlation, Heteroscedasticity and Non-Normality in the Tobit Model

Cited in

(5)

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• Score tests of normality in bivariate probit models
• A test for bivariate normality with applications in microeconometric models
• Tests for the Bivariate Normal Distribution in Econometric Models with Selectivity
• A test of the normality assumption in ordered probit model

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