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Tests for the Bivariate Normal Distribution in Econometric Models with Selectivity

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  • Lee, Lung-Fei

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  • Lee, Lung-Fei, 1984. "Tests for the Bivariate Normal Distribution in Econometric Models with Selectivity," Econometrica, Econometric Society, vol. 52(4), pages 843-863, July.
  • Handle: RePEc:ecm:emetrp:v:52:y:1984:i:4:p:843-63
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    1. Wilson, Charles A, 1979. "Anticipated Shocks and Exchange Rate Dynamics," Journal of Political Economy, University of Chicago Press, vol. 87(3), pages 639-647, June.
    2. Bruno, Michael, 1978. "Exchange Rates, Import Costs, and Wage-Price Dynamics," Journal of Political Economy, University of Chicago Press, vol. 86(3), pages 379-403, June.
    3. Branson, William H. & Rotemberg, Julio J., 1980. "International adjustment with wage rigidity," European Economic Review, Elsevier, pages 309-332.
    4. Bruno, Michael, 1980. "Import Prices and Stagflation in the Industrial Countries: A Cross-Section Analysis," Economic Journal, Royal Economic Society, vol. 90(359), pages 479-492, September.
    5. Calvo, Guillermo A, 1977. "The Stability of Models of Money and Perfect Foresight: A Comment," Econometrica, Econometric Society, pages 1737-1739.
    6. Jeffrey D. Sachs, 1979. "Wages, Profits, and Macroeconomic Adjustment: A Comparative Study," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, pages 269-332.
    7. William H. Branson & Julio J. Rotemberg, 1991. "International Adjustment with Wage Rigidity," NBER Chapters,in: International Volatility and Economic Growth: The First Ten Years of The International Seminar on Macroeconomics, pages 13-44 National Bureau of Economic Research, Inc.
    8. Dornbusch, Rudiger, 1976. "Expectations and Exchange Rate Dynamics," Journal of Political Economy, University of Chicago Press, vol. 84(6), pages 1161-1176, December.
    9. Robert E. Hall, 1980. "Employment Fluctuations and Wage Rigidity," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, pages 91-142.
    10. Gray, Malcolm R & Turnovsky, Stephen J, 1979. "The Stability of Exchange Rate Dynamics under Perfect Myopic Foresight," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 20(3), pages 643-660, October.
    11. Calvo, Guillermo A & Rodriguez, Carlos Alfredo, 1977. "A Model of Exchange Rate Determination under Currency Substitution and Rational Expectations," Journal of Political Economy, University of Chicago Press, vol. 85(3), pages 617-625, June.
    12. Kravis, Irving B. & Lipsey, Robert E., 1978. "Price behavior in the light of balance of payments theories," Journal of International Economics, Elsevier, pages 193-246.
    13. Jeffrey Sachs, 1980. "Wages, Flexible Exchange Rates, and Macroeconomic Policy," The Quarterly Journal of Economics, Oxford University Press, pages 731-747.
    14. Kravis, Irving B. & Lipsey, Robert E., 1978. "Price behavior in the light of balance of payments theories," Journal of International Economics, Elsevier, pages 193-246.
    15. Erich Spitäller, 1980. "Short-Run Effects of Exchange Rate Changes on Terms of Trade and Trade Balance (Incidence à court terme des variations du taux de change sur les termes de l'échange et la balance commerciale) (Efecto," IMF Staff Papers, Palgrave Macmillan, vol. 27(2), pages 320-348, June.
    16. Sargent, Thomas J & Wallace, Neil, 1973. "The Stability of Models of Money and Growth with Perfect Foresight," Econometrica, Econometric Society, pages 1043-1048.
    17. Phelps, Edmund S & Taylor, John B, 1977. "Stabilizing Powers of Monetary Policy under Rational Expectations," Journal of Political Economy, University of Chicago Press, vol. 85(1), pages 163-190, February.
    18. Burgstaller, Andre, 1980. "Flexible exchange rates, unemployment and stabilization policy effectiveness," Journal of International Economics, Elsevier, pages 341-355.
    19. Fischer, Stanley, 1977. "Long-Term Contracts, Rational Expectations, and the Optimal Money Supply Rule," Journal of Political Economy, University of Chicago Press, vol. 85(1), pages 191-205, February.
    20. Basevi, Giorgio & De Grauwe, Faul, 1977. "Vicious and virtuous circles: A theoretical analysis and a policy proposal for managing exchange rates," European Economic Review, Elsevier, pages 277-301.
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    Cited by:

    1. Astrid Grasdal, 2001. "The performance of sample selection estimators to control for attrition bias," Health Economics, John Wiley & Sons, Ltd., vol. 10(5), pages 385-398.
    2. Christopher Bollinger & James P. Ziliak & Kenneth R. Troske, 2011. "Down from the Mountain: Skill Upgrading and Wages in Appalachia," Journal of Labor Economics, University of Chicago Press, vol. 29(4), pages 819-857.
    3. Michael Pfaffermayr, 2014. "A GMM-Based Test for Normal Disturbances of the Heckman Sample Selection Model," Econometrics, MDPI, Open Access Journal, vol. 2(4), pages 1-18, October.
    4. Yao, Yang, 1999. "Rural industry and labor market integration in eastern China," Journal of Development Economics, Elsevier, pages 463-496.
    5. Mika Kuismanen, 1997. "Labour Supply, Unemployment and Income Taxation: An Empirical Application for Finnish Females," Discussion Papers 145, Government Institute for Economic Research Finland (VATT).
    6. Marra, Giampiero & Radice, Rosalba, 2013. "Estimation of a regression spline sample selection model," Computational Statistics & Data Analysis, Elsevier, pages 158-173.
    7. Murphy, Anthony, 2007. "Score tests of normality in bivariate probit models," Economics Letters, Elsevier, pages 374-379.
    8. Gad Allon & Michael Beenstock & Steven Hackman & Ury Passy & Alexander Shapiro, 2007. "Nonparametric estimation of concave production technologies by entropic methods," Journal of Applied Econometrics, John Wiley & Sons, Ltd., pages 795-816.
    9. Luca Zanin & Rosalba Radice & Giampiero Marra, 2013. "Estimating the Effect of Perceived Risk of Crime on Social Trust in the Presence of Endogeneity Bias," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, pages 523-547.
    10. van Santen, Peter & Alessie, Rob & Kalwij, Adriaan, 2012. "Probabilistic survey questions and incorrect answers: Retirement income replacement rates," Journal of Economic Behavior & Organization, Elsevier, pages 267-280.
    11. Francesconi, Marco & Nicoletti, Cheti, 2004. "Intergenerational mobility and sample selection in short panels," ISER Working Paper Series 2004-17, Institute for Social and Economic Research.
    12. Guilhem Bascle, 2008. "Controlling for endogeneity with instrumental variables in strategic management research," Post-Print hal-00576795, HAL.
    13. Josep Carrion-i-Silvestre & Vicente German-Soto, 2009. "Panel data stochastic convergence analysis of the Mexican regions," Empirical Economics, Springer, vol. 37(2), pages 303-327, October.
    14. Riccardo Lucchetti & Claudia Pigini, 2013. "A test for bivariate normality with applications in microeconometric models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, pages 535-572.
    15. Ian K. McDonough & Constant I. Tra, 2017. "The impact of computer-based tutorials on high school math proficiency," Empirical Economics, Springer, pages 1041-1063.
    16. Konishi, Yoshifumi & Adachi, Kenji, 2011. "A framework for estimating willingness-to-pay to avoid endogenous environmental risks," Resource and Energy Economics, Elsevier, pages 130-154.
    17. Montes-Rojas, G., 2008. "Robust misspecification tests for the Heckman’s two-step estimator," Working Papers 08/01, Department of Economics, City University London.
    18. Gabriel Montes-Rojas, 2011. "Robust Misspecification Tests for the Heckman's Two-Step Estimator," Econometric Reviews, Taylor & Francis Journals, pages 154-172.
    19. Cheti Nicoletti & Marco Francesconi, 2006. "Intergenerational mobility and sample selection in short panels," Journal of Applied Econometrics, John Wiley & Sons, Ltd., pages 1265-1293.
    20. Stefano Puddu & Andreas Waelchli, 2015. "TAF Effect on Liquidity Risk Exposure," IRENE Working Papers 15-07, IRENE Institute of Economic Research.

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