Tests for Serial Defendence in Limited Dependent Variable Models

DOI10.2307/2526708MaRDI QIDQ3725413zbMATH OpenOpenAlexFDO

Authors Anil K. Bera, Carlos M. Jarque, Peter M. Robinson

Publication date 1985

Published in International Economic Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2526708

zbMATH Keywords

asymptotically locally mostautoregressive alternativescensored regression modeldependenceLagrange multiplier testslimited dependent variable modelspowerful testsserialserially correlated alternativesTobit model

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Bayesian inference (62F15) Applications of statistics to economics (62P20)

Cited in

(6)

• Testing the normality assumption in multivariate simultaneous limited dependent variable models
• Efficient specification tests for limited dependent variable models
• scientific article; zbMATH DE number 1124636 (Why is no real title available?)
• Small sample performance of parameter estimators for tobit modesl with serial correlation^*
• Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression
• Estimation of disequilibrium and limited dependent variable models with serially dependent residuals

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