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

Joachim Wilde ()

Economics Letters, 2008, vol. 101, issue 2, 119-121

Abstract: 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].

Keywords: Probit; model; Lagrange; multiplier; test; Normality; assumption; Artificial; regression (search for similar items in EconPapers)
Date: 2008
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Citations: View citations in EconPapers (9)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:101:y:2008:i:2:p:119-121

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