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The Common Structure of Tests for Selectivity Bias, Serial Correlation, Heteroscedaticity, and Non-normality in the Tobit Model

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  • Lee, Lung-Fei
  • Maddala, G S

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  • Lee, Lung-Fei & Maddala, G S, 1985. "The Common Structure of Tests for Selectivity Bias, Serial Correlation, Heteroscedaticity, and Non-normality in the Tobit Model," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 26(1), pages 1-20, February.
    • Handle: RePEc:ier:iecrev:v:26:y:1985:i:1:p:1-20
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    1. Faruk Urak & Nihat Küçük & Abdulbaki Bilgiç & Steven T Yen, 2023. "Modeling censored tourism expenditures in Turkey with non-normal and heteroscedastic errors: An application of the inverse hyperbolic sine double-hurdle model," Tourism Economics, , vol. 29(3), pages 718-741, May.
    2. Athukorala, Premachandra & Jayasuriya, Sisira & Oczkowski, Edward, 1995. "Multinational firms and export performance in developing countries: Some analytical issues and new empirical evidence," Journal of Development Economics, Elsevier, vol. 46(1), pages 109-122, February.
    3. Lahiri, Kajal & Song, Jae G., 1999. "Testing for normality in a probit model with double selection," Economics Letters, Elsevier, vol. 65(1), pages 33-39, October.
    4. Kazianga, Harounan & Masters, William A., 2002. "Investing in soils: field bunds and microcatchments in Burkina Faso," Environment and Development Economics, Cambridge University Press, vol. 7(3), pages 571-591, July.
    5. David M. Drukker, 2002. "Bootstrapping a conditional moments test for normality after tobit estimation," Stata Journal, StataCorp LP, vol. 2(2), pages 125-139, May.
    6. Yen, Steven T. & Dellenbarger, Lynn E. & Schupp, Alvin R., 1995. "Determinants Of Participation And Consumption: The Case Of Crawfish In South Louisiana," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 27(1), pages 1-10, July.
    7. Beck, Ulrik & Bjerge, Benedikte, 2017. "Pro-poor Land Transfers and the Importance of Land Abundance and Ethnicity in The Gambia," World Development, Elsevier, vol. 99(C), pages 122-140.
    8. MacKinnon, James G, 1992. "Model Specification Tests and Artificial Regressions," Journal of Economic Literature, American Economic Association, vol. 30(1), pages 102-146, March.
    9. Giuseppe Bertola & Luigi Guiso & Luigi Pistaferri, 2005. "Uncertainty and Consumer Durables Adjustment," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 72(4), pages 973-1007.
    10. Ulrich Rendtel ; Felix Büchel, 1994. "Tests for Non-ignorable Panel Attrition and Their Application on Wage Estimates from the German Socio-Economic Panel (GSOEP)," Discussion Papers of DIW Berlin 89, DIW Berlin, German Institute for Economic Research.
    11. Uri, Noel D., 1998. "Conservation tillage and the use of energy and other inputs in US agriculture," Energy Economics, Elsevier, vol. 20(4), pages 389-410, September.
    12. Derek Hum & Wayne Simpson, 2007. "The legacy of immigration: labour market performance and education in the second generation," Applied Economics, Taylor & Francis Journals, vol. 39(15), pages 1985-2009.
    13. Joseph C. Cooper & Russ W. Keim, 1996. "Incentive Payments to Encourage Farmer Adoption of Water Quality Protection Practices," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 78(1), pages 54-64.
    14. Hall, Bronwyn H, 1987. "The Relationship between Firm Size and Firm Growth in the U.S. Manufacturing Sector," Journal of Industrial Economics, Wiley Blackwell, vol. 35(4), pages 583-606, June.
    15. Kaliba, Aloyce R. & Mushi, Richard J. & Gongwe, Anne G. & Mazvimavi, Kizito, 2020. "A typology of adopters and nonadopters of improved sorghum seeds in Tanzania: A deep learning neural network approach," World Development, Elsevier, vol. 127(C).
    16. Bera, A.K. & Ullah, A., 1991. "RAO's Score Test in Econometrics," Other publications TiSEM 667d7827-c9d6-4f00-8183-6, Tilburg University, School of Economics and Management.
    17. Brouhle, Keith & Khanna, Madhu, 2012. "Determinants of participation versus consumption in the Nordic Swan eco-labeled market," Ecological Economics, Elsevier, vol. 73(C), pages 142-151.
    18. Darryl Holden, 2011. "Testing for heteroskedasticity in the tobit and probit models," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(4), pages 735-744, November.
    19. Lee, Lung-fei, 1999. "Estimation of dynamic and ARCH Tobit models," Journal of Econometrics, Elsevier, vol. 92(2), pages 355-390, October.
    20. MARK McGILLIVRAY & EDWARD OCZKOWSKI, 1991. "Modelling the Allocation of Australian Bilaterial Aid: A Two‐Part Sample Selection Approach," The Economic Record, The Economic Society of Australia, vol. 67(2), pages 147-152, June.
    21. Skeels, Christopher L. & Vella, Francis, 1999. "A Monte Carlo investigation of the sampling behavior of conditional moment tests in Tobit and Probit models," Journal of Econometrics, Elsevier, vol. 92(2), pages 275-294, October.
    22. Bundervoet, Tom, 2010. "Assets, Activity Choices, and Civil War: Evidence from Burundi," World Development, Elsevier, vol. 38(7), pages 955-965, July.
    23. Keshari, Pradeep Kumar, 2012. "FDI and firm level export competitiveness in the Indian machinery industry," MPRA Paper 47069, University Library of Munich, Germany.
    24. Uri, Noel D. & Konyar, Kazim, 1996. "Conservation tillage and the use of energy and other inputs in US Agriculture," Applied Energy, Elsevier, vol. 54(2), pages 75-102, June.

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