haku: @author Reynolds, A. / yhteensä: 3
viite: 2 / 3
| Tekijä: | Reynolds, A. Shonkwiler, J.S. |
| Otsikko: | Testing and correcting for distributional mis-specifications in the Tobit model: an application of the information matrix test |
| Lehti: | Empirical Economics
1991 : VOL. 16:3, p.313-323 |
| Asiasana: | MODELS ECONOMETRIC MODELS |
| Kieli: | eng |
| Tiivistelmä: | 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. |
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