A simple representation of the Bera–Jarque–Lee test for probit models-Reference-Cited by-同舟云学术

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A simple representation of the Bera–Jarque–Lee test for probit models

Published:2008-11 Issue:2 Volume:101 Page:119-121
ISSN:0165-1765
Container-title:Economics Letters
language:en
Short-container-title:Economics Letters

Author:

Wilde Joachim

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference9 articles.

1. Testing the normality assumption in limited dependent variable models;Bera;International Economic Review,1984

2. Convenient specification tests for logit and probit models;Davidson;Journal of Econometrics,1984

3. Estimation and Inference in Econometrics;Davidson,1993

4. Wald, Likelihood Ratio, and Lagrange Multiplier tests in econometrics;Engle,1984

5. Econometric Analysis;Greene,2003

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