Title of article :
Score tests of normality in bivariate probit models
Author/Authors :
Anthony Murphy، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2007
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
Journal title :
Economics Letters