Tests for the Bivariate Normal Distribution in Econometric Models with Selectivity

DOI10.2307/1911187zbMath0557.62095OpenAlexW2006871753MaRDI QIDQ3221249

Lung-fei Lee

Publication date: 1984

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1911187

zbMATH Keywords

sample momentscensored samplesregression equationLagrangian multiplier teststruncated samplesbinary choice equationbivariate Edgeworth series of distributionssample semi-invariantsTests for the bivariate normal distributiontwo-equations model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Hypothesis testing in multivariate analysis (62H15)

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