IDEAS home Printed from https://ideas.repec.org/r/eee/econom/v92y1999i2p275-294.html
   My bibliography  Save this item

A Monte Carlo investigation of the sampling behavior of conditional moment tests in Tobit and Probit models

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Andrés Langebaek R. & Diego Vásquez E., 2007. "Determinantes de la actividad innovadora en la industria manufacturera colombiana," Borradores de Economia 433, Banco de la Republica de Colombia.
  2. Paul Raschky & Reimund Schwarze & Manijeh Schwindt & Ferdinand Zahn, 2013. "Uncertainty of Governmental Relief and the Crowding out of Flood Insurance," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 54(2), pages 179-200, February.
  3. Hongbo Li & Lewei Chen & Zongyi Zhang, 2022. "A Study on the Utilization Rate and Influencing Factors of Small Agricultural Machinery: Evidence from 10 Hilly and Mountainous Provinces in China," Agriculture, MDPI, vol. 13(1), pages 1-25, December.
  4. Pigini Claudia, 2015. "Bivariate Non-Normality in the Sample Selection Model," Journal of Econometric Methods, De Gruyter, vol. 4(1), pages 1-22, January.
  5. Hoetker, Glenn, 2004. "Confounded Coefficients: Accurately Comparing Logit and Probit Coefficients across Groups," Working Papers 03-0100, University of Illinois at Urbana-Champaign, College of Business.
  6. Simons, Andrew M., 2022. "What is the optimal locus of control for social assistance programs? Evidence from the Productive Safety Net Program in Ethiopia," Journal of Development Economics, Elsevier, vol. 158(C).
  7. Giorgio Calzolari & Maria Gabriella Campolo & Antonino Pino & Laura Magazzini, 2023. "Assessing individual skill influence on housework time of Italian women: an endogenous-switching approach," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 32(2), pages 659-679, June.
  8. Paul Clist, 2009. "25 Years of Aid Allocation Practice: Comparing Donors and Eras," Discussion Papers 09/11, University of Nottingham, CREDIT.
  9. Riccardo LUCCHETTI & Claudia PIGINI, 2011. "Conditional Moment Tests for Normality in Bivariate Limited Dependent Variable Models: a Monte Carlo Study," Working Papers 357, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  10. Martinez-Espineira, Roberto, 2006. "A Box-Cox Double-Hurdle model of wildlife valuation: The citizen's perspective," Ecological Economics, Elsevier, vol. 58(1), pages 192-208, June.
  11. Riccardo Lucchetti & Claudia Pigini, 2013. "A test for bivariate normality with applications in microeconometric models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 22(4), pages 535-572, November.
  12. Darryl Holden, 2011. "Testing for heteroskedasticity in the tobit and probit models," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(4), pages 735-744, November.
  13. Nguyen, Anh T.N. & Haug, Alfred A. & Owen, P. Dorian & Genç, Murat, 2020. "What drives bilateral foreign direct investment among Asian economies?," Economic Modelling, Elsevier, vol. 93(C), pages 125-141.
  14. Yanez-Pagans, Monica, 2008. "Culture and Human Capital Investments: Evidence of an Unconditional Cash Transfer Program in Bolivia," IZA Discussion Papers 3678, Institute of Labor Economics (IZA).
  15. Souha El Khanji, 2022. "Donors’ Interest in Water and Sanitation Subsectors," The European Journal of Development Research, Palgrave Macmillan;European Association of Development Research and Training Institutes (EADI), vol. 34(2), pages 611-654, April.
  16. Bontemps, Christian, 2014. "Simple moment-based tests for value-at-risk models and discrete distribution," TSE Working Papers 14-535, Toulouse School of Economics (TSE).
  17. Claudia PIGINI, 2012. "Of Butterflies and Caterpillars: Bivariate Normality in the Sample Selection Model," Working Papers 377, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  18. Marinelli, Nicoletta & Palomba, Giulio, 2011. "A model for pricing Italian Contemporary Art paintings at auction," The Quarterly Review of Economics and Finance, Elsevier, vol. 51(2), pages 212-224, May.
  19. Naidu, Sirisha C., 2011. "Rural Livelihoods, Forest Access and Time Use: A Study of Forest Communities in Northwest India," MPRA Paper 31060, University Library of Munich, Germany.
  20. Kifle Wondemu, 2016. "The Economic Value of Time: Evidence from Africa," South African Journal of Economics, Economic Society of South Africa, vol. 84(2), pages 230-244, June.
  21. Daniel Pollmann & Thomas Dohmen & Franz Palm, 2020. "Robust Estimation of Wage Dispersion with Censored Data: An Application to Occupational Earnings Risk and Risk Attitudes," De Economist, Springer, vol. 168(4), pages 519-540, December.
  22. Mark Ottoni Wilhelm, 2008. "Practical Considerations for Choosing Between Tobit and SCLS or CLAD Estimators for Censored Regression Models with an Application to Charitable Giving," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(4), pages 559-582, August.
  23. Ruth Cadaoas Tacneng & Klarizze Anne Martin Puzon & Thierno Barry, 2021. "Crowding out effects of financial knowledge and attitude on risk preferences: Evidence from a least developed African country," WIDER Working Paper Series wp-2021-58, World Institute for Development Economic Research (UNU-WIDER).
  24. Michael Pfaffermayr, 2014. "A GMM-Based Test for Normal Disturbances of the Heckman Sample Selection Model," Econometrics, MDPI, vol. 2(4), pages 1-18, October.
  25. Oguiza Tovar, Ainhoa, 2003. "Análisis descriptivo del desempleo en la CAPV (1993-1999)," BILTOKI 1134-8984, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
  26. Beck, Ulrik & Bjerge, Benedikte, 2017. "Pro-poor Land Transfers and the Importance of Land Abundance and Ethnicity in The Gambia," World Development, Elsevier, vol. 99(C), pages 122-140.
  27. D. Fabbri & C. Monfardini & R. Radice, 2004. "Testing exogeneity in the bivariate probit model: Monte Carlo evidence and an application to health economics," Working Papers 514, Dipartimento Scienze Economiche, Universita' di Bologna.
  28. Christian Bontemps, 2019. "Moment-Based Tests under Parameter Uncertainty," The Review of Economics and Statistics, MIT Press, vol. 101(1), pages 146-159, March.
  29. Bontemps, Christian, 2013. "Moment-Based Tests for Discrete Distributions," IDEI Working Papers 772, Institut d'Économie Industrielle (IDEI), Toulouse, revised Oct 2014.
  30. Daniel Pollmann & Thomas Dohmen & Franz Palm, 2020. "Dispersion estimation; Earnings risk; Censoring; Quantile regression; Occupational choice; Sorting; Risk preferences; SOEP; IABS," ECONtribute Discussion Papers Series 028, University of Bonn and University of Cologne, Germany.
  31. Pradhan, Jaya Prakash, 2010. "R&D strategy of small and medium enterprises in India: Trends and determinants," MPRA Paper 20951, University Library of Munich, Germany.
  32. Forcadell, Francisco Javier & Úbeda, Fernando & Aracil, Elisa, 2021. "Effects of environmental corporate social responsibility on innovativeness of spanish industrial SMEs✰,✰✰,★,★★," Technological Forecasting and Social Change, Elsevier, vol. 162(C).
  33. Christensen, Jonas Gade, 2011. "Productivity, Size, and the Disintegration of Industrial Production," Working Papers in Economics 07/11, University of Bergen, Department of Economics.
  34. Mora, Juan & Moro-Egido, Ana I., 2008. "On specification testing of ordered discrete choice models," Journal of Econometrics, Elsevier, vol. 143(1), pages 191-205, March.
  35. Andrés Langebaek & Jaime Eduardo Ortíz, 2007. "Q De Tobin Y Gobierno Corporativo De Las Empresas Listadas En Bolsa," Borradores de Economia 3960, Banco de la Republica.
  36. Francis Petterini & Akauã Flores, 2021. "Copula econometrics to simulate effects of private policing on crime," Economics Bulletin, AccessEcon, vol. 41(3), pages 1241-1254.
  37. Le, Nga T.Q. & Groot, Wim & Tomini, Sonila & Tomini, Florian, 2017. "Effects of health insurance on labour supply: Evidence from the health care fund for the poor in Viet Nam," MERIT Working Papers 2017-050, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
  38. Fernando Ubeda & Marta Ortiz-de-Urbina-Criado & Eva-María Mora-Valentín, 2019. "Do firms located in science and technology parks enhance innovation performance? The effect of absorptive capacity," The Journal of Technology Transfer, Springer, vol. 44(1), pages 21-48, February.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.