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Estimation in truncated samples when there is heteroscedasticity

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Hurd, Michael

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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 11 (1979)
Issue (Month): 2-3 ()
Pages: 247-258
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Handle: RePEc:eee:econom:v:11:y:1979:i:2-3:p:247-258

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  5. Teresa Aparicio, Inmaculada Villanua, 2001. "The asymptotically efficient version of the information matrix test in binary choice models. A study of size and power," Journal of Applied Statistics, Taylor and Francis Journals, vol. 28(2), pages 167-182, February. [Downloadable!] (restricted)
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