Approximating a Truncated Normal Regression with the Method of Moments

DOI10.2307/1912173MaRDI QIDQ3914291zbMATH OpenOpenAlexFDO

Authors Randall J. Olsen

Publication date 1980

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1912173

zbMATH Keywords

approximating truncated normal regressionmethod of moments

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

Cited in

(6)

• Estimation of limited dependent variable models by ordinary least squares and the method of moments
• Estimation of the correlation coefficient in a bivariate probit model using the method of moments
• Estimation of sample selection bias models
• Empirical \(L_2\)-distance lack-of-fit tests for Tobit regression models
• Selection-bias-adjusted inference for the bivariate normal distribution under soft-threshold sampling
• Correlation estimation with singly truncated bivariate data

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