Small sample performance of parameter estimators for tobit modesl with serial correlation<sup>*</sup> (Q5750132): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1080/00949658908811183 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1987104567 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Maximum Likelihood Procedure for Regression with Autocorrelated Errors / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Covariance Matrices of Reduced-Form Coefficients and of Forecasts for a Structural Econometric Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Asymptotic Properties of Estimators of Models Containing Limited Dependent Variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tests for Serial Defendence in Limited Dependent Variable Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of Relationships for Limited Dependent Variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Regression Analsis with Censored Autocorrelated Data / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 14:06, 21 June 2024

scientific article; zbMATH DE number 4184675
Language Label Description Also known as
English
Small sample performance of parameter estimators for tobit modesl with serial correlation<sup>*</sup>
scientific article; zbMATH DE number 4184675

    Statements

    Small sample performance of parameter estimators for tobit modesl with serial correlation<sup>*</sup> (English)
    0 references
    0 references
    1989
    0 references
    Tobit model
    0 references
    autocorrelation
    0 references
    censored regression models
    0 references
    autocorrelated errors
    0 references
    Monte Carlo
    0 references
    pseudolikelihood estimators
    0 references

    Identifiers