Testing for normality in a probit model with double selection.

DOI10.1016/S0165-1765(99)00134-2zbMath1051.62515OpenAlexW2004150722MaRDI QIDQ1960673

Jae G. Song, Kajal Lahiri

Publication date: 12 January 2000

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

Full work available at URL: https://doi.org/10.1016/s0165-1765(99)00134-2

zbMATH Keywords

Edgeworth expansionNormality testDouble selectionMultivariate probit

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Applications of statistics to biology and medical sciences; meta analysis (62P10) Hypothesis testing in multivariate analysis (62H15)

Cites Work

• Unnamed Item
• Testing normality in econometric models
• Tests for the Bivariate Normal Distribution in Econometric Models with Selectivity
• Specification Tests Based on Artificial Regressions
• The Common Structure of Tests for Selectivity Bias, Serial Correlation, Heteroscedasticity and Non-Normality in the Tobit Model
• Testing the Normality Assumption in Limited Dependent Variable Models
• A REDUCTION FORMULA FOR NORMAL MULTIVARIATE INTEGRALS

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