search query: @author Shonkwiler, J.S. / total: 1
reference: 1 / 1
« previous | next »
| Author: | Reynolds, A. Shonkwiler, J.S. |
| Title: | Testing and correcting for distributional mis-specifications in the Tobit model: an application of the information matrix test |
| Journal: | Empirical Economics
1991 : VOL. 16:3, p.313-323 |
| Index terms: | MODELS ECONOMETRIC MODELS |
| Language: | eng |
| Abstract: | Using the Information Matrix Misspecification test to detect violations of the distributional assumptions of the Tobit model, the test suggested mis-specification. However, following a correction for heteroscedasticity and limiting outliers , the resulting specification could not be rejected at the conventional levels of significance. |
« previous | next »
SCIMA