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Volumn 95, Issue 3, 2007, Pages 374-379

Score tests of normality in bivariate probit models

Author keywords

Bivariate probit; Gram Charlier series; Normality; Score test

Indexed keywords


EID: 34248547072     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econlet.2006.11.010     Document Type: Article
Times cited : (47)

References (7)
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    • Gallant, A.R.1    Nychka, D.W.2
  • 2
    • 0001070399 scopus 로고
    • Bootstrap-based critical values for the information matrix test
    • Horowitz J.L. Bootstrap-based critical values for the information matrix test. Journal of Econometrics 61 (1994) 395-411
    • (1994) Journal of Econometrics , vol.61 , pp. 395-411
    • Horowitz, J.L.1
  • 3
    • 0000756502 scopus 로고
    • Generalized econometric models with selectivity
    • Lee L.F. Generalized econometric models with selectivity. Econometrica 51 (1983) 507-512
    • (1983) Econometrica , vol.51 , pp. 507-512
    • Lee, L.F.1
  • 4
    • 0021541531 scopus 로고
    • Tests for the bivariate normal distribution in econometric models with selectivity
    • Lee L.F. Tests for the bivariate normal distribution in econometric models with selectivity. Econometrica 52 (1984) 843-863
    • (1984) Econometrica , vol.52 , pp. 843-863
    • Lee, L.F.1
  • 5
    • 84986398311 scopus 로고
    • Diagnostic tests for models based on individual data: a survey
    • Pagan A., and Vella F. Diagnostic tests for models based on individual data: a survey. Journal of Applied Econometrics 4 S (1989) S29-S59
    • (1989) Journal of Applied Econometrics , vol.4 , Issue.SUPPL
    • Pagan, A.1    Vella, F.2
  • 6
    • 34248522985 scopus 로고
    • Some tests of mis-specification in bivariate limited dependent variable models
    • Smith R.J. Some tests of mis-specification in bivariate limited dependent variable models. Annales de l'INSEE 59/60 (1985) 97-123
    • (1985) Annales de l'INSEE , vol.59-60 , pp. 97-123
    • Smith, R.J.1
  • 7
    • 0000735595 scopus 로고
    • The moment generating function of the truncated multi-normal distribution
    • Tallis G.M. The moment generating function of the truncated multi-normal distribution. Journal of the Royal Statistical Society, Series B 23 (1961) 223-229
    • (1961) Journal of the Royal Statistical Society, Series B , vol.23 , pp. 223-229
    • Tallis, G.M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.