In this paper we analyze empirically different specifications of a sample selection model. We are interested in how the estimates vary across alternative assumptions concerning the joint conditional distribution of the sample selection equation errors, such us the specification of error...

In this paper we analyze empirically different specifications of a sample selection model. We are interested in how the estimates vary across alternative assumptions concerning the joint conditional distribution of the sample selection equation errors, such us the specification of error...

In this paper we conduct a Monte Carlo study to determine the power of Pearson’s overall goodness-of-fit test as well as the “Pearson analog” tests (see Anderson (1994)) to detect rejections due to shifts in variance, skewness and kurtosis, as we vary the number and location of the...

The properties of Pearson’s goodness-of-fit test, as used in density forecast evaluation, income distribution analysis and elsewhere, are analysed. The components-of-chi-squared or “Pearson analog” tests of Anderson (1994) are shown to be less generally applicable than was originally...

The properties of Pearson’s goodness-of-fit test, as used in density forecast evaluation, income distribution analysis and elsewhere, are analysed. The components-of-chi-squared or “Pearson analog” tests of Anderson (1994) are shown to be less generally applicable than was originally...