The Common Structure of Tests for Selectivity Bias, Serial Correlation, Heteroscedasticity and Non-Normality in the Tobit Model

DOI10.2307/2526523zbMath0567.62097OpenAlexW1987276364MaRDI QIDQ3683400

Lung-fei Lee, G. S. Maddala

Publication date: 1985

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2526523

zbMATH Keywords

heteroscedasticityserial correlationselectivity biasnon-normalityTobit model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03)

Related Items (6)

Testing the normality assumption in multivariate simultaneous limited dependent variable models ⋮ Testing for heteroskedasticity in the tobit and probit models ⋮ Testing for normality in a probit model with double selection. ⋮ A Monte Carlo investigation of the sampling behavior of conditional moment tests in Tobit and probit models ⋮ Estimation of dynamic and ARCH Tobit models ⋮ The Sample Selection Model from a Method of Moments Perspective

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