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A Monte Carlo investigation of the sampling behavior of conditional moment tests in Tobit and probit models - MaRDI portal

A Monte Carlo investigation of the sampling behavior of conditional moment tests in Tobit and probit models (Q1806695)

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scientific article; zbMATH DE number 1358167
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English
A Monte Carlo investigation of the sampling behavior of conditional moment tests in Tobit and probit models
scientific article; zbMATH DE number 1358167

    Statements

    A Monte Carlo investigation of the sampling behavior of conditional moment tests in Tobit and probit models (English)
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    10 February 2000
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    generalized residuals
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    conditional moment tests
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    misspecification
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    Tobit
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    probit
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