Score Tests of Normality in Bivariate Probit Models
Download full text from publisher
Other versions of this item:
- Murphy, Anthony, 2007. "Score tests of normality in bivariate probit models," Economics Letters, Elsevier, vol. 95(3), pages 374-379, June.
References listed on IDEAS
- Horowitz, Joel L., 1994. "Bootstrap-based critical values for the information matrix test," Journal of Econometrics, Elsevier, vol. 61(2), pages 395-411, April.
- 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.
- J. S. Butler & Patrali Chatterjee, 1997. "Tests of the Specification of Univariate and Bivariate Ordered Probit," The Review of Economics and Statistics, MIT Press, vol. 79(2), pages 343-347, May.
- Lee, Lung-Fei, 1983. "Generalized Econometric Models with Selectivity," Econometrica, Econometric Society, vol. 51(2), pages 507-512, March.
- Pagan, Adrian & Vella, Frank, 1989. "Diagnostic Tests for Models Based on Individual Data: A Survey," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 4(S), pages 29-59, Supplemen.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Fagan, Frank & Bilgel, Fırat, 2015. "Sunsets and federal lawmaking: Evidence from the 110th Congress," International Review of Law and Economics, Elsevier, vol. 41(C), pages 1-6.
- repec:bpj:pepspp:v:23:y:2017:i:2:p:12:n:3 is not listed on IDEAS
- Massimiliano Bratti & Mariapia Mendola & Alfonso Miranda, 2015.
"Hard to Forget: the Long-Lasting Impact of War on Mental Health,"
Development Working Papers
388, Centro Studi Luca d'Agliano, University of Milano.
- Bratti, Massimiliano & Mendola, Mariapia & Miranda, Alfonso, 2015. "Hard to Forget: The Long-Lasting Impact of War on Mental Health," IZA Discussion Papers 9269, Institute for the Study of Labor (IZA).
- Massimiliano Bratti & Mariapia Mendola & Alfonso Miranda, 2016. "Hard to forget:The long-lasting impact of war on mental health," HiCN Working Papers 206, Households in Conflict Network.
- Botezat, Alina & Pfeiffer, Friedhelm, 2014.
"The impact of parents migration on the well-being of children left behind: Initial evidence from Romania,"
ZEW Discussion Papers
14-029, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
- Botezat, Alina & Pfeiffer, Friedhelm, 2014. "The Impact of Parents Migration on the Well-being of Children Left Behind: Initial Evidence from Romania," IZA Discussion Papers 8225, Institute for the Study of Labor (IZA).
- Chiburis, Richard C. & Das, Jishnu & Lokshin, Michael, 2012.
"A practical comparison of the bivariate probit and linear IV estimators,"
Elsevier, vol. 117(3), pages 762-766.
- Chiburis, Richard C. & Das, Jishnu & Lokshin, Michael, 2011. "A practical comparison of the bivariate probit and linear IV estimators," Policy Research Working Paper Series 5601, The World Bank.
- Rainer Winkelmann, 2009. "Copula-based bivariate binary response models," SOI - Working Papers 0913, Socioeconomic Institute - University of Zurich.
- Ahmed, Mansur & Goodwin, Barry, "undated". "Agricultural Mechanization and Non-Farm Labor Supply of Farm Households: Evidence from Bangladesh," 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts 236131, Agricultural and Applied Economics Association.
- Rainer Winkelmann, 2012.
"Copula Bivariate Probit Models: With An Application To Medical Expenditures,"
John Wiley & Sons, Ltd., vol. 21(12), pages 1444-1455, December.
- Rainer Winkelmann, 2011. "Copula bivariate probit models: with an application to medical expenditures," ECON - Working Papers 029, Department of Economics - University of Zurich.
- 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.
- repec:spr:soinre:v:138:y:2018:i:1:d:10.1007_s11205-017-1643-z is not listed on IDEAS
- Holden, Darryl & Perman, Roger, 2014. "The convenient calculation of some test statistics in models of discrete choice," 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon TN 2015-07, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Konishi, Yoshifumi & Adachi, Kenji, 2011. "A framework for estimating willingness-to-pay to avoid endogenous environmental risks," Resource and Energy Economics, Elsevier, vol. 33(1), pages 130-154, January.
- Michael J. Peel, 2014. "Addressing unobserved endogeneity bias in accounting studies: control and sensitivity methods by variable type," Accounting and Business Research, Taylor & Francis Journals, vol. 44(5), pages 545-571, October.
- 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, vol. 114(2), pages 523-547, November.
- Rachel Sabates-Wheeler & Ricardo Sabates & Adriana Castaldo, 2008. "Tackling Poverty-migration Linkages: Evidence from Ghana and Egypt," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 87(2), pages 307-328, June.
- Holden, Darryl & Perman, Roger, 2014.
"The convenient calculation of some test statistics in models of discrete choice,"
SIRE Discussion Papers
2015-07, Scottish Institute for Research in Economics (SIRE).
- Darryl Holden & Roger Perman, 2014. "The convenient calculation of some test statistics in models of discrete choice," Working Papers 1410, University of Strathclyde Business School, Department of Economics.
- repec:eee:worbus:v:53:y:2018:i:4:p:529-539 is not listed on IDEAS
- Firat Bilgel & Burhan Can Karahasan, 2017. "Self-Rated Health and Primary Care Utilization: Is Selection into Healthcare Endogenously Determined?," Working Papers 1079, Economic Research Forum, revised 04 Jun 2017.
- 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.
- repec:spr:waterr:v:31:y:2017:i:14:d:10.1007_s11269-017-1769-4 is not listed on IDEAS
More about this item
KeywordsScore test; bivariate probit; normality; Gram-Charlier series;
- C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions; Probabilities
NEP fieldsThis paper has been announced in the following NEP Reports:
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wpa:wuwpem:0512004. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (EconWPA). General contact details of provider: https://econwpa.ub.uni-muenchen.de .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.