Testing exclusion restrictions for a misspecified Tobit model

DOI10.1016/0165-1765(91)90079-ZzbMath0850.62878OpenAlexW2062468040MaRDI QIDQ1189355

Larry W. Taylor

Publication date: 26 September 1992

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(91)90079-z

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

• Unnamed Item
• Small sample properties of alternative forms of the Lagrange multiplier test
• Tobit models: A survey
• Model specification tests. A simultaneous approach
• Censored Normal Regression with Measurement Error on the Dependent Variable
• Note on the Uniqueness of the Maximum Likelihood Estimator for the Tobit Model

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