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	Provedor de dados AgEcon (1) Autor Drukker, David M. (1) Palavra-chave Bootstrap (1) Conditional moment tests (1) Normality (1) Research Methods/ Statistical Methods (1) Tobit (1) Tipo do documento Journal Article (1) Ano 2002 (1) País United States (1) Idioma Inglês (1)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 1 Primeira ... 1 ... Última Bootstrapping a conditional moments test for normality after tobit estimation AgEcon Drukker, David M.. Categorical and limited dependent variable models are routinely estimated via maximum likelihood. It is well-known that the ML estimates of the parameters are inconsistent if the distribution or the skedastic component is misspecified. When conditional moment tests were first developed by Newey (1985) and Tauchen (1985), they appeared to offer a wide range of easy-to-compute specification tests for categorical and limited dependent variable models estimated by maximum likelihood. However, subsequent studies found that using the asymptotic critical values produced severe size distortions. This paper presents simulation evidence that the standard conditional moment test for normality after tobit estimation has essentially no size distortion and reasonable... Tipo: Journal Article Palavras-chave: Conditional moment tests; Bootstrap; Tobit; Normality; Research Methods/ Statistical Methods. Ano: 2002 URL: http://purl.umn.edu/115956 Registros recuperados: 1 Primeira ... 1 ... Última

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