A simple representation of the Bera-Jarque-Lee test for probit models / Joachim Wilde

Kurzanzeige
cbs.date.changed2022-03-24
cbs.date.creation2008-01-23
cbs.picatypeOa
cbs.publication.displayformHalle (Saale) : Inst. für Wirtschaftsforschung, 2007
dc.contributor.contributorWilde, Joachim
dc.date.accessioned2025-06-03T08:45:03Z
dc.date.issued2007
dc.description.abstractThe inference in probit models relies on the assumption of normality. However, tests of this assumption are not implemented in standard econometric software. Therefore, the paper presents a simple representation of the Bera-Jarque-Lee test, that does not require any matrix algebra. Furthermore, the representation is used to compare the Bera-Jarque- Lee test with the RESET-type test proposed by Papke and Wooldridge (1996). -- probit model ; Lagrange multiplier test ; normality assumption ; artificial regressionde
dc.description.noteZsfassungen in dt. und engl. Sprache
dc.format.extentOnline-Ressource, 11 S.=63 KB, Text
dc.genrebook
dc.identifier.ppn55727219X
dc.identifier.urihttps://epflicht.bibliothek.uni-halle.de/handle/123456789/16106
dc.identifier.urnurn:nbn:de:gbv:3:2-6272
dc.identifier.vl-id23314
dc.language.isoeng
dc.publisherInst. für Wirtschaftsforschung
dc.relation.ispartofseriesIWH-Diskussionspapiere ; 2007,13 ppn:37244492X
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/
dc.subject.ddc330
dc.titleA simple representation of the Bera-Jarque-Lee test for probit models / Joachim Wilde
dc.typeBook
dspace.entity.typeMonograph
local.accessrights.itemAnonymous
local.openaccesstrue

Dateien

Originalbündel
Gerade angezeigt 1 - 1 von 1
Vorschaubild
Name:
urn_nbn_de_gbv_3_2-6272.pdf
Größe:
62.3 KB
Format:
Adobe Portable Document Format
Beschreibung:
A simple representation of the Bera-Jarque-Lee test for probit models
Herunterladen

Sammlungen

E-Book