A bayesian approach to dynamic tobit models

DOI10.1080/07474939908800353MaRDI QIDQ4935454zbMATH OpenOpenAlexFDO

Authors Steven X. Wei

Publication date 13 June 2000

Published in Econometric Reviews (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474939908800353

zbMATH Keywords

data augmentationdynamic Tobit modelGibbs sampler

Mathematics Subject Classification ID

Bayesian inference (62F15) Applications of statistics to economics (62P20) Monte Carlo methods (65C05)

Recommendations

• Bayes inference in the Tobit censored regression model
• Estimation of dynamic and ARCH Tobit models
• Bayesian analysis of a Tobit quantile regression model
• The hierarchical Tobit model: A case study in Bayesian computing
• Tobit model with covariate dependent thresholds

Cites work

• Bayes inference in the Tobit censored regression model
• Estimation of Relationships for Limited Dependent Variables
• Probit with Dependent Observations
• Regression Analsis with Censored Autocorrelated Data
• Sampling-Based Approaches to Calculating Marginal Densities
• Simulation of multivariate normal rectangle probabilities and their derivatives. Theoretical and computational results
• The Calculation of Posterior Distributions by Data Augmentation
• Tobit models: A survey

Cited in

(10)

• Bayes inference in the Tobit censored regression model
• The hierarchical Tobit model: A case study in Bayesian computing
• Mixing properties of the dynamic Tobit model with mixing errors
• Estimation of dynamic and ARCH Tobit models
• scientific article; zbMATH DE number 1210536 (Why is no real title available?)
• A Computationally Practical Robust Simulation Estimator for Dynamic Panel Tobit Models
• Forecasting with a panel Tobit model
• Type I Tobit Bayesian additive regression trees for censored outcome regression
• Time Series Approach to the Evolution of Networks: Prediction and Estimation
• Forecasting with shadow rate VARs

This page was built for publication: A bayesian approach to dynamic tobit models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4935454)