A test of the normality assumption in ordered probit model

Econometric Reviews

Volumn 16, Issue 1, 1997, Pages 1-19

  Glewwe, P ^a  

^a WORLD BANK   (United States)

Author keywords

Lagrange multiplier test; Mote carlo simulations; Normality; Ordered probit; Specification tests

Indexed keywords

EID: 0002141904     PISSN: 07474938     EISSN: 15324168     Source Type: Journal    
DOI: 10.1080/07474939708800369     Document Type: Article

References (15)

1. Barnett, William, A., Powell, James, and George, eds. Cambridge University Press.
2. Bera, Anil and Jarque, Carlos. 1982. Model Specification Tests: A Simultaneous Approach. Journal of Econometrics, 20: 59–82.
3. Bera, Anil, Jarque, Carlos, and Lee, Lei-Fung. 1984. Testing the Normality Assumption in Limited Dependent Variable Models. International Economic Review, 25: 563–578.
4. Davidson and Russell. Estimation and Inference in Econometrics.
5. Glewwe, Paul and Jacoby, Hanan. 1994. Student Achievement and Schooling Choice in Low-Income Countries: Evidence from Ghana. Journal od Human Resources, 29 (3): 843–64.
6. Glewwe, Paul and Jacoby, Hanan. 1995. An Economic Analysis of Delayed Primary School Enrollment in a Low Income Country: The Role of Early Childhood malnutrition. Review of Economics and Statistics, 77 (3): 156–69.
7. Johnson and Norman. Continuous Univariate Distributions, Boston: Houghton-Mifflin.
8. Lillard, Lee and King, Elizabeth. 1987. Education Policy and Schooling Attainment in Malaysia and the Philippines. Economics of Education Review, 6: 167–181.
9. MacKinnon and James. 1992. Model Specification Tests and Arftificial Regressions. Journal of Economic Literature, 30 (1): 102–46.
10. Maddala, G. S., 1983. Limited Dependent and Qualitative Variables in Econometrics., Cambridge University Press.
11. Newey and Whitney. 1985. Maximum Likelihood Specification Testing and Conditional Moment Tests. Econometrica, 53: 1047–70.
12. Pagan, Adrian and Vella, Frank. 1989. Diagnostic Tests for Models Based on Individual Data: A Survey. Journal of Applied Econometrics, 4: 529–559.
13. Peters, Simon and Smith, Richard. 1991. Distributional Specification Tests Against Semiparametric Alternatives. Journal of Econometrics, 47: 175–194.
14. Smith and Richard. 1989. On the Use of Distributional Misspecification Checks in Limited Dependent Variable Models. Economic Journal, 99: 178–192.
15. Tauchen and Geroge. 1985. Diagnostic Testing and Evaluation of Maximum Likelihood Models. Journal of Econometrics, 30: 415–43.