Asymptotic properties of a quast-maximum likelihood estimator in truncated regression model with serial correlation (Q4031297)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic properties of a quast-maximum likelihood estimator in truncated regression model with serial correlation |
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Asymptotic properties of a quast-maximum likelihood estimator in truncated regression model with serial correlation (English)
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1 April 1993
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serial correlation
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limited dependent variable models
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quasi-maximum likelihood estimator
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Tobit model
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strong consistency
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asymptotic normality
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independent errors
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truncated regression model
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limiting covariance matrix
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