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.
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.
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.
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 |