A GMM-Based Test for Normal Disturbances of the Heckman Sample Selection Model
The Heckman sample selection model relies on the assumption of normal and homoskedastic disturbances. However, before considering more general, alternative semiparametric models that do not need the normality assumption, it seems useful to test this assumption. Following Meijer and Wansbeek (2007),...
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| Format: | Article |
| Language: | English |
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MDPI AG
2014-10-01
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| Series: | Econometrics |
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| Online Access: | http://www.mdpi.com/2225-1146/2/4/151 |