Estimation of the SUR Tobit model via the MCECM algorithm.

DOI10.1016/S0165-1765(99)00075-0MaRDI QIDQ1960345zbMATH OpenOpenAlexFDO

Authors Ho-Chuan (River) Huang

Publication date 12 January 2000

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0165-1765(99)00075-0

zbMATH Keywords

EM algorithmMonte CarloSURTobit

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

• scientific article; zbMATH DE number 3768770 (Why is no real title available?)
• scientific article; zbMATH DE number 3567782 (Why is no real title available?)
• Analysis of multivariate probit models
• Posterior simulation and Bayes factors in panel count data models

Cited in

(5)

• Estimation methods for multivariate Tobit confirmatory factor analysis
• The Monte Carlo EM method for estimating multivariate Tobit latent variable models
• Modified inference function for margins for the bivariate Clayton copula-based SUN Tobit model
• Extending the inference function for augmented margins method to implement trivariate Clayton copula-based SUR Tobit models
• Maximum likelihood estimation for bivariate SUR Tobit modeling in presence of two right-censored dependent variables

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