THE COMMON STRUCTURE OF TESTS FOR SELECTIVITY BIAS, SERIAL-CORRELATION, HETEROSCEDASTICITY AND NON-NORMALITY IN THE TOBIT-MODEL

被引:40
作者
LEE, LF
MADDALA, GS
机构
关键词
D O I
10.2307/2526523
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:1 / 20
页数:20
相关论文
共 25 条
[1]   MAXIMUM-LIKELIHOOD ESTIMATION OF PARAMETERS SUBJECT TO RESTRAINTS [J].
AITCHISON, J ;
SILVEY, SD .
ANNALS OF MATHEMATICAL STATISTICS, 1958, 29 (03) :813-828
[2]   REGRESSION-ANALYSIS WHEN DEPENDENT VARIABLE IS TRUNCATED NORMAL [J].
AMEMIYA, T .
ECONOMETRICA, 1973, 41 (06) :997-1016
[3]   AN INVESTIGATION OF THE ROBUSTNESS OF THE TOBIT ESTIMATOR TO NON-NORMALITY [J].
ARABMAZAR, A ;
SCHMIDT, P .
ECONOMETRICA, 1982, 50 (04) :1055-1063
[4]  
BERA AK, UNPUB INT EC REV
[5]   THE LAGRANGE MULTIPLIER TEST AND ITS APPLICATIONS TO MODEL-SPECIFICATION IN ECONOMETRICS [J].
BREUSCH, TS ;
PAGAN, AR .
REVIEW OF ECONOMIC STUDIES, 1980, 47 (01) :239-253
[7]   COMPUTATION OF TOBIT ESTIMATOR [J].
FAIR, RC .
ECONOMETRICA, 1977, 45 (07) :1723-1727
[8]  
GOLDBERGER AS, 1980, 8006 U WISC SOC SYST
[9]   WAGE COMPARISONS - SELECTIVITY BIAS [J].
GRONAU, R .
JOURNAL OF POLITICAL ECONOMY, 1974, 82 (06) :1119-1143
[10]  
HARTLEY MJ, 1976, INT ECON REV, V17, P687