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A note on the score test for neglected heterogeneity in the truncated normal regression model

Santos Silva, Joao M C (1993) 'A note on the score test for neglected heterogeneity in the truncated normal regression model.' Economics Letters, 43 (1). pp. 11-14. ISSN 0165-1765

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Abstract

The score test for neglected heterogeneity in the truncated normal regression model is derived. The test is not an information matrix test [Cheshter (Econometrica, 1984, 52, 865–872)] but it can be interpreted as a combination of score tests for non-normality and heteroskedasticity.

Item Type: Article
Subjects: H Social Sciences > HB Economic Theory
Divisions: Faculty of Social Sciences > Economics, Department of
Depositing User: Jim Jamieson
Date Deposited: 08 Aug 2012 12:31
Last Modified: 08 Aug 2012 12:31
URI: http://repository.essex.ac.uk/id/eprint/3610

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