Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5062502 | Economics Letters | 2007 | 6 Pages |
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.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Anthony Murphy,