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Testing the normality assumption in multivariate simultaneous limited dependent variable models

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  • Smith, Richard J.

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  • Smith, Richard J., 1987. "Testing the normality assumption in multivariate simultaneous limited dependent variable models," Journal of Econometrics, Elsevier, vol. 34(1-2), pages 105-123.
    • Handle: RePEc:eee:econom:v:34:y:1987:i:1-2:p:105-123
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    Cited by:

    1. Lucchetti, Riccardo & Pigini, Claudia, 2014. "A simple and effective misspecification test for the double-hurdle model," Economics Letters, Elsevier, vol. 123(1), pages 75-78.
    2. Pigini Claudia, 2015. "Bivariate Non-Normality in the Sample Selection Model," Journal of Econometric Methods, De Gruyter, vol. 4(1), pages 123-144, January.
    3. Riccardo Lucchetti & Claudia Pigini, 2013. "A test for bivariate normality with applications in microeconometric models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 22(4), pages 535-572, November.
    4. Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2024. "The information matrix test for Gaussian mixtures," Working Papers wp2024_2401, CEMFI.

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