Pages that link to "Item:Q4046958"
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The following pages link to Multivariate Regression and Simultaneous Equation Models when the Dependent Variables Are Truncated Normal (Q4046958):
Displayed 23 items.
- Maximum likelihood estimation of a spatial autoregressive Tobit model (Q70138) (← links)
- On ranking and selection from independent truncated normal distributions (Q262765) (← links)
- An efficient decomposition of the expectation of the maximum for the multivariate normal and related distributions (Q311650) (← links)
- Econometric models with normal polychotomous selectivity (Q373805) (← links)
- The determination of moments of the doubly truncated multivariate normal Tobit model (Q374763) (← links)
- Multivariate truncated moments (Q391583) (← links)
- Semiparametric estimation of a bivariate Tobit model (Q738087) (← links)
- Tobit models: A survey (Q794129) (← links)
- Estimation of consumer demand systems with binding non-negativity constraints (Q1050069) (← links)
- Empirical models of discrete games (Q1174637) (← links)
- A nested Tobit analysis for a sequentially censored regression model (Q1198125) (← links)
- Estimation of some limited dependent variable models with application to housing demand (Q1249408) (← links)
- A smooth likelihood simulator for dynamic disequilibrium models (Q1362499) (← links)
- Nonparametric identification of the distribution of random coefficients in binary response static games of complete information (Q1668574) (← links)
- Sieve maximum likelihood estimation of the spatial autoregressive Tobit model (Q1706448) (← links)
- Censored regression analysis of multiclass passenger demand data subject to joint capacity constraints (Q1908290) (← links)
- On moments of doubly truncated multivariate normal mean-variance mixture distributions with application to multivariate tail conditional expectation (Q2306273) (← links)
- Independence properties of the truncated multivariate elliptical distributions (Q2307409) (← links)
- GMM ESTIMATION AND UNIFORM SUBVECTOR INFERENCE WITH POSSIBLE IDENTIFICATION FAILURE (Q2878810) (← links)
- MEASUREMENT ERRORS AND CENSORED STRUCTURAL LATENT VARIABLES MODELS (Q2890710) (← links)
- Optimum shrinkage parameter selection for ridge type estimator of Tobit model (Q5065265) (← links)
- Fast Bayesian variable screenings for binary response regressions with small sample size (Q5106969) (← links)
- Multivariate doubly truncated moments for a class of multivariate location-scale mixture of elliptical distributions (Q6077261) (← links)