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A Monte carlo investigation of the sampling behaviour of conditional moment tests in tobit and probit models

Skeels, Chris; Vella, Francis


This paper provides a Monte Carlo examination of conditional moment tests for several forms of mis specification in Tobit and Probit models. The experimental design is based on actual data taken from a study of labor supply. Our results indicate that the

CollectionsANU Research Publications
Date published: 1999
Type: Journal article
Source: Journal of Econometrics


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