A note on the score test for neglected heterogeneity in the truncated normal regression model

DOI10.1016/0165-1765(93)90126-WzbMath0800.62773OpenAlexW2145829844MaRDI QIDQ1318671

V. Pereyra

Publication date: 5 April 1994

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

Full work available at URL: https://doi.org/10.1016/0165-1765(93)90126-w

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

• Unnamed Item
• Residual analysis in the grouped and censored normal linear model
• Testing for Neglected Heterogeneity
• Testing the Normality Assumption in Limited Dependent Variable Models
• The Information Matrix Test for the Linear Model
• An Investigation of the Robustness of the Tobit Estimator to Non-Normality
• Maximum Likelihood Estimation of Misspecified Models

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