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| dc.contributor.author | Murphy, Anthony | |
| dc.date.accessioned | 2010-05-10T16:33:24Z | |
| dc.date.available | 2010-05-10T16:33:24Z | |
| dc.date.issued | 1994-07 | |
| dc.identifier.uri | http://hdl.handle.net/10197/1951 | |
| dc.description.abstract | A convenient artifical regression based LM test of non-normality in the probit model is derived using a Gram Charlier type A alternative. The test is simply derived and may be extended to the bivariate probit case. The outer product gradient form of LM test is not used so the proposed test is likely to perform reasonably well in small samples. The test is compared with two other existing tests. | en |
| dc.description.sponsorship | Not applicable | en |
| dc.description.externalNotes | A hard copy is available in UCD Library at GEN 330.08 IR/UNI | en |
| dc.format.extent | 337741 bytes | |
| dc.format.mimetype | application/pdf | |
| dc.language.iso | en | en |
| dc.publisher | University College Dublin. School of Economics | en |
| dc.relation.ispartofseries | UCD Centre for Economic Research Working Paper Series | en |
| dc.relation.ispartofseries | WP94/22 | en |
| dc.subject | Probit | en |
| dc.subject | Lagrange multiplier test | en |
| dc.subject | Non-normality | en |
| dc.subject | Gram Charlier series | en |
| dc.subject | Artificial regression | en |
| dc.subject | Outer product gradient | en |
| dc.subject.classification | C35 | en |
| dc.subject.lcsh | Probits | en |
| dc.subject.lcsh | Econometrics--Mathematical models | en |
| dc.subject.lcsh | Regression analysis | en |
| dc.title | A simple artificial regression based Lagrange multiplier test of normality in the probit model | en |
| dc.type | Working Paper | en |
| dc.internal.availability | Full text available | en |
| dc.status | Not peer reviewed | en |
| dc.type.capturetechnique | PDFimage | en |
| dc.neeo.contributor | Murphy|Anthony|aut| | en |
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