A simple and effective misspecification test for the double-hurdle model

DOI10.1016/j.econlet.2014.01.022zbMath1290.62103OpenAlexW1982396078MaRDI QIDQ2453019

Riccardo Lucchetti, Claudia Pigini

Publication date: 6 June 2014

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

Full work available at URL: http://docs.dises.univpm.it/web/quaderni/pdf/397.pdf

zbMATH Keywords

bootstrapinformation matrix testdouble-hurdle model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Parametric hypothesis testing (62F03) Bootstrap, jackknife and other resampling methods (62F40)

Cites Work

• A test for bivariate normality with applications in microeconometric models
• Testing the normality assumption in multivariate simultaneous limited dependent variable models
• On the corrections to information matrix tests
• Nonparametric Estimation of Sample Selection Models
• Some Statistical Models for Limited Dependent Variables with Application to the Demand for Durable Goods
• Maximum Likelihood Estimation of Misspecified Models