Title of article
Score tests of normality in bivariate probit models
Author/Authors
Anthony Murphy، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
6
From page
374
To page
379
Abstract
A relatively simple and convenient score test of normality in the bivariate probit model is derived. Monte Carlo simulations show that the small sample performance of the bootstrapped test is quite good. The test may be readily extended to testing normality in related models
Keywords
Score test , Bivariate probit , Gram–Charlier series , Normality
Journal title
Economics Letters
Serial Year
2007
Journal title
Economics Letters
Record number
436239
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