The main purpose of this paper is to highlight that, in the estimation of mixture models under endogenous sampling, the distribution of the unobservables can be specified either in the actual population or in the artificial population induced by the sampling method. Which of the two approaches...

As shown by the results of Dufour, Khalaf, Bernard and Genest (2004, Journal of Econometrics 122, 317--347), exact tests for heteroskedasticity in linear regression models can be obtained, by using Monte Carlo (MC) techniques, if either (i) it is assumed that the true form of the error...