Estimation of limited dependent variable models by ordinary least squares and the method of moments (Q1838267): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/0304-4076(83)90013-1 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2031803719 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3255781 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5737550 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Asymptotic Bias of the Ordinary Least Squares Estimator of the Tobit Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sample Selection Bias as a Specification Error / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5661032 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5629004 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5663198 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Approximating a Truncated Normal Regression with the Method of Moments / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of the Two-Limit Probit Regression Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5626055 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Using Least Squares to Approximate Unknown Regression Functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity / rank
 
Normal rank

Latest revision as of 18:37, 13 June 2024

scientific article
Language Label Description Also known as
English
Estimation of limited dependent variable models by ordinary least squares and the method of moments
scientific article

    Statements

    Estimation of limited dependent variable models by ordinary least squares and the method of moments (English)
    0 references
    0 references
    1983
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    estimation of limited dependent variable models
    0 references
    method of moments
    0 references
    ordinary least squares
    0 references
    tobit
    0 references
    probit
    0 references
    two-limit probit
    0 references
    asymptotic covariance matrices
    0 references
    truncated regression
    0 references
    maximum likelihood estimator
    0 references
    0 references