Tests for Serial Defendence in Limited Dependent Variable Models

DOI10.2307/2526708zbMath0594.62118OpenAlexW1483233957MaRDI QIDQ3725413

Carlos M. Jarque, Anil K. Bera, Peter M. Robinson

Publication date: 1985

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

Full work available at URL: https://doi.org/10.2307/2526708

zbMATH Keywords

serialdependenceTobit modelLagrange multiplier testscensored regression modellimited dependent variable modelsautoregressive alternativespowerful testsasymptotically locally mostserially correlated alternatives

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Parametric hypothesis testing (62F03) Bayesian inference (62F15)

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