Asymptotic properties of a quast-maximum likelihood estimator in truncated regression model with serial correlation (Q4031297)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 148873
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Asymptotic properties of a quast-maximum likelihood estimator in truncated regression model with serial correlation |
scientific article; zbMATH DE number 148873 |
Statements
Asymptotic properties of a quast-maximum likelihood estimator in truncated regression model with serial correlation (English)
0 references
1 April 1993
0 references
serial correlation
0 references
limited dependent variable models
0 references
quasi-maximum likelihood estimator
0 references
Tobit model
0 references
strong consistency
0 references
asymptotic normality
0 references
independent errors
0 references
truncated regression model
0 references
limiting covariance matrix
0 references
0 references
0.771905243396759
0 references
0.7676602602005005
0 references
0.7657173871994019
0 references
0.7655054330825806
0 references
