A Monte Carlo investigation of the sampling behavior of conditional moment tests in Tobit and probit models
type: Item
instance of: scholarly article
title: A Monte Carlo investigation of the sampling behavior of conditional moment tests in Tobit and probit models
zbMATH Open document ID: 0945.62125
DOI: 10.1016/S0304-4076(98)00092-X
author: C. L. Skeels
author: Francis Vella
published in: Journal of Econometrics
publication date: 2000-02-10T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 1358167
zbMATH Keywords: generalized residuals
zbMATH Keywords: conditional moment tests
zbMATH Keywords: misspecification
zbMATH Keywords: Tobit
zbMATH Keywords: probit
describes a project that uses: SHAZAM
describes a project that uses: R
MaRDI profile type: Publication
cites work: Q4039954
cites work: A Consistent Conditional Moment Test of Functional Form
cites work: Residual analysis in the grouped and censored normal linear model
cites work: Asymptotic Expansions of the Information Matrix Test Statistic
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cites work: Generalised residuals
cites work: The Common Structure of Tests for Selectivity Bias, Serial Correlation, Heteroscedasticity and Non-Normality in the Tobit Model
cites work: A Test for Misspecification in the Censored Normal Model
cites work: Maximum Likelihood Specification Testing and Conditional Moment Tests
cites work: Q4855598
cites work: Monte carlo evidence on the robustness of conditional moment tests in tobit and probit models
cites work: Diagnostic testing and evaluation of maximum likelihood models
cites work: The size bias of White's information matrix test
full work available at URL: s0304-4076(98)00092-x
OpenAlex ID: W2030891176
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description: scientific article; zbMATH DE number 1358167