Monte carlo evidence on the robustness of conditional moment tests in tobit and probit models

Authors: Christopher L. Skeels ^a; Franics Vella ^b

Affiliations:	^a Department of Statistics, Australina National University, A.C.T, Canberra, Australia
	^b Department of Economics, Rice University, Houston, TX, U.S.A.

DOI: 10.1080/07474939708800373

Publication Frequency: 6 issues per year

Published in: journal

Econometric Reviews, Volume 16, Issue 1 1997 , pages 69 - 92

Subjects: Econometrics; Finance; Financial Mathematics; Statistics;

Formats available: PDF (English)

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