Specification tests for distributional assumptions in the Tobit model
type: Item
instance of: scholarly article
title: Specification tests for distributional assumptions in the Tobit model
zbMATH Open document ID: 0646.62104
DOI: 10.1016/0304-4076(87)90070-4
author: Whitney Newey
published in: Journal of Econometrics
publication date: 1987-01-01T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62H12
zbMATH DE Number: 4054882
zbMATH Keywords: distribution robust estimators
zbMATH Keywords: censored regression model
zbMATH Keywords: specification tests
zbMATH Keywords: normality
zbMATH Keywords: homoskedasticity
zbMATH Keywords: Tobit model
zbMATH Keywords: symmetrically censored least squares estimator
zbMATH Keywords: explanatory variables
MaRDI profile type: Publication
full work available at URL: 0304-4076(87)90070-4
OpenAlex ID: W2036581325
cites work: The Estimation of a Simultaneous-Equation Tobit Model
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description: scientific article; zbMATH DE number 4054882