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

Skeels, Chris; Vella, Francis

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

Date

1999

Authors

Skeels, Chris

Vella, Francis

Publisher

Elsevier

Abstract

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

Keywords

Keywords: Conditional moment tests; Generalized residuals; Probit; Tobit

URI

http://hdl.handle.net/1885/92095

Collections

ANU Research Publications

Source

Journal of Econometrics

Type

Journal article

Restricted until

2037-12-31

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

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