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Murphy, Anthony
Preferred name
Murphy, Anthony
Official Name
Murphy, Anthony
Research Output
Now showing 1 - 10 of 15
- PublicationTesting normality in bivariate probit models : a simple artificial regression based LM testA simple and convenient LM test of normality in the bivariate probit model is derived. The alternative hypothesis is based on a form of truncated Gram Charlier Type series. The LM test may be calculated as an artificial regression. However, the proposed artificial regression does not use the outer product gradient form. Thus it is likely to perform reasonably well in small samples.
236 - PublicationA simple artificial regression based test of the fit of binary choice modelsA simple artificial regression based test of the fit of the binary choice models is derived. the test statistic is likely to have reasonable small sample properties since it is not based on the outer product gradient form of the conditional moment test.
144 - PublicationLabour supply and commodity demands : an application to Irish dataAnnual Irish data are used to estimate a model which allows for the joint determination of commodity demands and labour supply. Consumer preferences are modelled by a cost function of the Gorman polar form which permits exact linear aggregation over individuals with different money wage rates. Separability between goods and leisure is rejected by the data. Labour supply is found to be a positive function of the wage rate.
150 - PublicationArtificial regression based mis-specification tests for discrete choice modelsLM tests for omitted variables, neglected heteroscedasticity and other mis-specifications in general discrete choice models may be simply and conveniently calculated using an artificial regression. This artificial regression approach is likely to have better small sample properties than the more common outer product gradient (OPG) form of LM test.
225 - PublicationEducation, religion and the 'first destinations' of recent school-leavers in Northern IrelandThis paper uses data forma cross-section survey of recent school-leavers in Northern Ireland to examine the relationship between personal and social characteristics and first destinations approximately 6 to 9 months after leaving school. Six destinations are distinguished - employment, YTP, unemployment, higher education, further education and other activity. Particular attention is paid to the roles of religion, qualifications and subject choice. Nested logit models are estimated and subjected to a battery of mis-specification tests. The results suggest that, after controlling for a standard range of factors, religion and number of qualifications, but not subject choice, are significant in explaining post school destinations. In particular, Catholic males who leave from fifth and lower sixth form are significantly less likely to be employed and more likely to be on a YTP scheme.
147 - PublicationModelling winners and losers in contingent valuation of public goods : appropriate welfare measures and econometric analysis.Contingent Valuation is now the most widely used method for valuing non-marketed goods in cost benefit analysis. Yet, despite the fact that many externalities manifest themselves as costs to some and benefits to others, most studies restrict willingness to pay (WTP) to being non-negative. This paper explores appropriate welfare measures for assessing losses and gains and demonstrates how these can be elicited explicitly. Statistical / econometric methods are presented for modelling such responses. Median WTP is estimated non-parametrically. Grouped regression / Tobit and grouped regression / hurdle models are used to identify the determinants of WTP and to estimate mean WTP.
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