This work describes a methodological framework that can be used to explicitly and implicitly characterize the sense of agency developed over the neural-machine interface (NMI) control of sensate virtual or robotic prosthetic hands. The formation of agency is fundamental in distinguishing the actions that we perform with our limbs as being our own. By striving to incorporate advanced upper-limb prostheses into these same perceptual mechanisms, we can begin to integrate an artificial limb more closely into the user's existing cognitive framework for limb control. This has important implications in promoting user acceptance, use, and effective control of advanced upper-limb prostheses. In this protocol, participants control a virtual prosthetic hand and receive kinesthetic sensory feedback through their preexisting NMIs. A series of virtual grasping tasks are performed and perturbations are systematically introduced to the kinesthetic feedback and virtual hand movements. Two separate measures of agency are employed: established psychophysical questionnaires (to capture the explicit experience of agency) and a time interval estimate task to capture the implicit sense of agency (intentional binding). Results of this protocol (questionnaire scores and time interval estimates) can be analyzed to quantify the extent of agency formation.