Score tests of normality in bivariate probit models

DOI10.1016/j.econlet.2006.11.010zbMath1255.62038OpenAlexW2015041777MaRDI QIDQ1934070

Anthony B. Murphy

Publication date: 28 January 2013

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

Full work available at URL: https://doi.org/10.1016/j.econlet.2006.11.010

zbMATH Keywords

normalityscore testGram-Charlier series

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15) Bootstrap, jackknife and other resampling methods (62F40) Monte Carlo methods (65C05)

Related Items (3)

Reliability analysis for gap null gate based on model comparison criterion ⋮ A practical comparison of the bivariate probit and linear IV estimators ⋮ A test for bivariate normality with applications in microeconometric models

Cites Work

• Semi-Nonparametric Maximum Likelihood Estimation
• Tests for the Bivariate Normal Distribution in Econometric Models with Selectivity
• Generalized Econometric Models with Selectivity
• Unnamed Item

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