Estimation in truncated samples when there is heteroscedasticity

DOI10.1016/0304-4076(79)90039-3MaRDI QIDQ1138337zbMATH OpenOpenAlexFDO

Authors Michael D. Hurd

Publication date 1979

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4076(79)90039-3

zbMATH Keywords

censored sampleheteroscedasticityinconsistencymaximum likelihood estimatortruncated normal, asymptotic bias

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites work

• Estimation of Relationships for Limited Dependent Variables
• Regression Analysis when the Dependent Variable Is Truncated Normal

Cited in

(14)

• Specification tests for distributional assumptions in the Tobit model
• Two-step estimation of heteroskedastic sample selection models
• Discrete factor approximations in simultaneous equation models: Estimating the impact of a dummy endogenous variable on a continuous outcome
• Finite sample behavior of two step estimators in selection models
• Robust estimation based on grouped-adjusted data in censored regression models
• Estimation and specification testing in female labor participation models: parametric and semiparametric methods
• A tobit model with garch errors
• The asymptotically efficient version of the information matrix test in binary choice models. A study of size and power
• Handling dropout and clustering in longitudinal multicentre clinical trials
• A Generalized Heckman Model With Varying Sample Selection Bias and Dispersion Parameters
• Testing for heteroskedasticity in the Tobit and probit models
• Finite sample properties for the semiparametric estimation of the intercept of a censored regression model
• A Monte Carlo comparison of estimators for censored regression models
• Tobit models: A survey

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