Maximum likelihood estimation of a spatial autoregressive Tobit model (Q70138)

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English	Maximum likelihood estimation of a spatial autoregressive Tobit model	scientific article

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Journal of Econometrics

188

1

264-280

September 2015

27 July 2015

Maximum likelihood estimation of a spatial autoregressive Tobit model (English)

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zbMATH Keywords

spatial autoregressive model

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Tobit model

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censored data

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near-epoch dependence

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maximum likelihood

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describes a project that uses

Arc_Mat

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MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.jeconom.2015.05.004

Regression Analysis when the Dependent Variable Is Truncated Normal

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Multivariate Regression and Simultaneous Equation Models when the Dependent Variables Are Truncated Normal

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Asymptotics for Semiparametric Econometric Models Via Stochastic Equicontinuity

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Identification and Estimation of a Discrete Game of Complete Information

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Who's Who in Networks. Wanted: The Key Player

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Peer Effects and Social Networks in Education

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Estimation and Confidence Regions for Parameter Sets in Econometric Models

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Weak and strong cross‐section dependence and estimation of large panels

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Stochastic Limit Theory

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Nonparametric spatial regression under near-epoch dependence

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Central limit theorems and uniform laws of large numbers for arrays of random fields

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On spatial processes and asymptotic inference under near-epoch dependence

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Q4351969

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Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models

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GMM and 2SLS estimation of mixed regressive, spatial autoregressive models

Censored regression models with unobserved, stochastic censoring thresholds

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Note on the Uniqueness of the Maximum Likelihood Estimator for the Tobit Model

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Q4255425

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Estimating a spatial autoregressive model with an endogenous spatial weight matrix

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Identification in Parametric Models

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Probability for Statisticians

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Estimation of Relationships for Limited Dependent Variables

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Mean value theorem for convex functions

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A spatial autoregressive model with a nonlinear transformation of the dependent variable

Maximum likelihood estimation of a spatial autoregressive Tobit model (Q70138)

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