Asymptotic properties of a quast-maximum likelihood estimator in truncated regression model with serial correlation (Q4031297): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1080/07474939208800234 / rank
 
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Latest revision as of 14:31, 17 May 2024

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Asymptotic properties of a quast-maximum likelihood estimator in truncated regression model with serial correlation
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    Asymptotic properties of a quast-maximum likelihood estimator in truncated regression model with serial correlation (English)
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    1 April 1993
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    serial correlation
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    limited dependent variable models
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    quasi-maximum likelihood estimator
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    Tobit model
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    strong consistency
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    asymptotic normality
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    independent errors
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    truncated regression model
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    limiting covariance matrix
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