Tests for the Bivariate Normal Distribution in Econometric Models with Selectivity

DOI10.2307/1911187MaRDI QIDQ3221249zbMATH OpenOpenAlexFDO

Authors Lung-fei Lee

Publication date 1984

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1911187

zbMATH Keywords

binary choice equationbivariate Edgeworth series of distributionscensored samplesLagrangian multiplier testsregression equationsample momentssample semi-invariantsTests for the bivariate normal distributiontruncated samplestwo-equations model

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Applications of statistics to economics (62P20)

Recommendations

• A test for bivariate normality with applications in microeconometric models
• Score tests of normality in bivariate probit models
• Testing the Normality Assumption in Limited Dependent Variable Models
• Testing for normally in censored regressions
• Testing for normality in a probit model with double selection.

Cited in

(16)

• Residual analysis in the grouped and censored normal linear model
• Testing the normality assumption in multivariate simultaneous limited dependent variable models
• Score tests of normality in bivariate probit models
• A penalized likelihood estimation approach to semiparametric sample selection binary response modeling
• Testing for normality in a probit model with double selection.
• A test for bivariate normality with applications in microeconometric models
• Endogeneity in threshold nonlinearity tests
• Robust misspecification tests for the Heckman's two-step estimator
• Bivariate non-normality in the sample selection model
• Estimation of a regression spline sample selection model
• scientific article; zbMATH DE number 3907636 (Why is no real title available?)
• Econometric models with normal polychotomous selectivity
• scientific article; zbMATH DE number 7267174 (Why is no real title available?)
• Estimation of treatment effects in nonlinear models with unobserved confounding
• Test for normality in the econometric disequilibrium markets model
• Consistency of some tests for multivariate normality

This page was built for publication: Tests for the Bivariate Normal Distribution in Econometric Models with Selectivity

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3221249)