Testing for Heteroskedasticity in Bivariate Probit Models
Two score tests for heteroskedasticity in the errors of a bivariate Probit model are developed, and numerous simulations are performed. These tests are based on an outer product of the gradient estimate of the information matrix, and are constructed using an artificial regression. The empirical s...
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| Language: | English en |
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2013
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| Online Access: | http://hdl.handle.net/1828/4670 |