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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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dc.contributor.authorSkeels, Chris
dc.contributor.authorVella, Francis
dc.date.accessioned2015-12-13T23:24:10Z
dc.date.issued1999
dc.date.updated2015-12-12T09:19:23Z
dc.description.abstractThis 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
dc.identifier.issn0304-4076
dc.identifier.urihttp://hdl.handle.net/1885/92095
dc.publisherElsevier
dc.sourceJournal of Econometrics
dc.subjectKeywords: Conditional moment tests; Generalized residuals; Probit; Tobit
dc.titleA Monte carlo investigation of the sampling behaviour of conditional moment tests in tobit and probit models
dc.typeJournal article
local.bibliographicCitation.lastpage294
local.bibliographicCitation.startpage275
local.contributor.affiliationSkeels, Chris, College of Business and Economics, ANU
local.contributor.affiliationVella, Francis, Georgetown University
local.contributor.authoruidSkeels, Chris, u8705295
local.description.embargo2037-12-31
local.description.notesImported from ARIES
local.description.refereedYes
local.identifier.absfor140103 - Mathematical Economics
local.identifier.ariespublicationMigratedxPub23072
local.identifier.citationvolume92
local.identifier.scopusID2-s2.0-0041988079
local.type.statusPublished Version

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