A Test of the Tobit Specification Against an Alternative Suggested by Cragg

1 February 1984

journal article
Published by JSTOR in The Review of Economics and Statistics

Vol. 66 (1) , 174
https://doi.org/10.2307/1924712

Abstract

In this paper we present a specification test for the Tobit model. Specifically, we test the Tobit model against the alternative of a two-part model in which on...

Keywords

TOBIT SPECIFICATION
ALTERNATIVE SUGGESTED
SUGGESTED BY CRAGG
TOBIT MODEL
SPECIFICATION TEST
TWO PART
PART MODEL

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