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Empirical -distance lack-of-fit tests for Tobit regression models

✍ Scribed by Weixing Song; Yi Zhang


Book ID
113726791
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
308 KB
Volume
111
Category
Article
ISSN
0047-259X

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This paper is devoted to goodness-of-ΓΏt tests for parametric possibly nonlinear heteroscedastic regression models. The test statistic is constructed using a marked empirical process based on residuals. We investigate the consistency of this test statistic and of the estimators needed to compute it.