Specification tests for distributional assumptions in the Tobit model

DOI10.1016/0304-4076(87)90070-4zbMath0646.62104OpenAlexW2036581325MaRDI QIDQ1104019

Whitney K. Newey

Publication date: 1987

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(87)90070-4

zbMATH Keywords

normalityspecification testsTobit modelhomoskedasticityexplanatory variablescensored regression modelsymmetrically censored least squares estimatordistribution robust estimators

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Related Items (10)

Testing for normally in censored regressions ⋮ Bounded-influence estimators for the Tobit model ⋮ Estimation and specification testing in female labor participation models: parametric and semiparametric methods ⋮ Some aspects of measurement error in a censored regression model ⋮ Semiparametric estimation of employment duration models ⋮ A simple consistent test of conditional symmetry in symmetrically trimmed Tobit models ⋮ SEMIPARAMETRIC ESTIMATION OF CENSORED SPATIAL AUTOREGRESSIVE MODELS ⋮ Distributional specification tests against semiparametric alternatives ⋮ AN EXCLUSIVE REGRESSORS BINARY MIXTURE MODEL WITH AN APPLICATION TO LABOUR SUPPLY ⋮ Heteroscedasticity and Distributional Assumptions in the Censored Regression Model

Cites Work

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• Large Sample Properties of Generalized Method of Moments Estimators
• Maximum Likelihood Specification Testing and Conditional Moment Tests
• Least absolute deviations estimation for the censored regression model
• Generalized method of moments specification testing
• Estimation in truncated samples when there is heteroscedasticity
• Symmetrically Trimmed Least Squares Estimation for Tobit Models
• Testing the Normality Assumption in Limited Dependent Variable Models
• Tests of specification in econometrics
• An Exogeneity Test for a Simultaneous Equation Tobit Model with an Application to Labor Supply
• Specification Tests in Econometrics
• Specification and Estimation of a Simultaneous-Equation Model with Limited Dependent Variables
• The Estimation of a Simultaneous-Equation Tobit Model
• Maximum Likelihood Estimation of Misspecified Models

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