A simple representation of the Bera-Jarque-Lee test for probit models

The paper presents an easy way to implement the Bera-Jarque-Lee test for probit models. Furthermore, the simple representation is used to compare the test of normality with the RESET-type test proposed by Papke and Wooldridge [Papke, L.E., Wooldridge, J.M., 1996, Econometric methods for fractional response variables with an application to 401 (k) plan participation rates, Journal of Applied Econometrics 11, 619-632].

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Year of publication:	2008
Authors:	Wilde, Joachim
Published in:	Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 101.2008, 2, p. 119-121
Publisher:	Elsevier
Keywords:	Probit model Lagrange multiplier test Normality assumption Artificial regression

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005275651