Add to ORKGA convenient artifical regression based LM test of non-normality in the probit model is derived using a Gram Charlier type A alternative. The test is simply derived and may be extended to the bivariate probit case. The outer product gradient form of LM test is not used so the proposed test is likely to perform reasonably well in small samples. The test is compared with two other existing tests.Not applicableA hard copy is available in UCD Library at GEN 330.08 IR/UN
This paper proposes a straightforward, easy to implement approximate F-test which is useful for test...
This paper proposes a straightforward, easy to implement approximate F-test which is useful for test...
Based on the Pearson family of distributions, we have derived some Lagrangean multiplier tests for ...
A simple and convenient LM test of normality in the bivariate probit model is derived. The alternati...
Lagrange Multiplier (LM) tests for omitted variables, heteroscedasticity, incorrect functional form,...
A simple artificial regression based on Lagrange Multiplier (LM) test for zero correlation in the ce...
This paper presents a Lagrange multiplier test of the normality assumption underlying the ordered pr...
This paper has two aims. The first is to exposit the various forms of the LM statistic and to collec...
Lagrange Multiplier tests for omitted variables , heteroscedasticity, incorrect functional form and ...
Lagrange multiplier (LM) test statistics are derived for testing a linear moving average model again...
Some specification tests for the normality assumption for the truncated and censored Tobit models a...
This paper examines a number of statistics that have been proposed to test the normality assumption ...
This paper examines a number of statistics that have been proposed to test the normality assumption ...
This paper examines a number of statistics that have been proposed to test the normality assumption ...
This paper extends the Lagrange multiplier (LM) test to testing white noise disturbances against GAR...
This paper proposes a straightforward, easy to implement approximate F-test which is useful for test...
This paper proposes a straightforward, easy to implement approximate F-test which is useful for test...
Based on the Pearson family of distributions, we have derived some Lagrangean multiplier tests for ...
A simple and convenient LM test of normality in the bivariate probit model is derived. The alternati...
Lagrange Multiplier (LM) tests for omitted variables, heteroscedasticity, incorrect functional form,...
A simple artificial regression based on Lagrange Multiplier (LM) test for zero correlation in the ce...
This paper presents a Lagrange multiplier test of the normality assumption underlying the ordered pr...
This paper has two aims. The first is to exposit the various forms of the LM statistic and to collec...
Lagrange Multiplier tests for omitted variables , heteroscedasticity, incorrect functional form and ...
Lagrange multiplier (LM) test statistics are derived for testing a linear moving average model again...
Some specification tests for the normality assumption for the truncated and censored Tobit models a...
This paper examines a number of statistics that have been proposed to test the normality assumption ...
This paper examines a number of statistics that have been proposed to test the normality assumption ...
This paper examines a number of statistics that have been proposed to test the normality assumption ...
This paper extends the Lagrange multiplier (LM) test to testing white noise disturbances against GAR...
This paper proposes a straightforward, easy to implement approximate F-test which is useful for test...
This paper proposes a straightforward, easy to implement approximate F-test which is useful for test...
Based on the Pearson family of distributions, we have derived some Lagrangean multiplier tests for ...