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Efficient specification tests for limited dependent variable models |
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| Authors: | Carlos M Jarque Anil K Bera |
| Institution: | Australian National University, Canberra ACT 2600, Australia |
| Abstract: | The procedure of Jarque and Bera (1980a, b), consisting of the application of the Lagrange Multiplier (LM) test to the Pearson Family of distributions, is used to derive efficient normality and/or homoscedasticity tests for limited dependent variable (LDV) models. |
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