Estimation of Relationships for Limited Dependent Variables

From MaRDI portal
Publication:117593


DOI10.2307/1907382zbMath0088.36607WikidataQ56050151 ScholiaQ56050151MaRDI QIDQ117593

James Tobin, James Tobin

Publication date: January 1958

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://cowles.yale.edu/sites/default/files/files/pub/d00/d0003-r.pdf



Related Items

A tobit model with garch errors, Confidence Intervals for the Mean of Diagnostic Test Charge Data Containing Zeros, Political risk and adjusted present value, A bayesian approach to dynamic tobit models, Two-Part Models for Analysis of Agatston Scores with Possible Proportionality Constraints, Repeated measures with zeros, The Tobit model with a non‐zero threshold, Nonlinear Tobit Decomposition, Likelihood Estimation for Censored Random Vectors, Modeling zero response data from willingness to pay surveys: a semi-parametric estimation., Small sample performance of parameter estimators for tobit modesl with serial correlation*, mhurdle, A Monte Carlo comparison of estimators for censored regression models, An experimental analysis of auctions with interdependent valuations, Maximum likelihood estimation and a specification test for non-normal distributional assumption for the accelerated failure time models, Tobit models: A survey, Estimation of a finite population total for a censored regression model for a study variable, Estimation of consumer demand systems with binding non-negativity constraints, Least absolute deviations estimation for the censored regression model, Non-parametric maximum likelihood estimation of censored regression models, A semi-parametric censored regression estimator, Censored regression quantiles, Bivariate alternatives to the Tobit model, Estimation in truncated samples when there is heteroscedasticity, Bayes inference in the Tobit censored regression model, Linear rank statistics in regression analysis with censored or truncated data, Censored regression models with unobserved, stochastic censoring thresholds, Estimation of some limited dependent variable models with application to housing demand, On the computation of semiparametric estimates in limited dependent variable models, The effects of exogenous variables in efficiency measurement -- a Monte Carlo study, A maximum likelihood method for latent class regression involving a censored dependent variable, The hierarchical Tobit model: A case study in Bayesian computing, Rational expectations in limited dependent variable models, A comparison of semi-parametric and partially adaptive estimators of the censored regression model with possibly skewed and leptokurtic error distributions, Estimating new product demand from biased survey data, Estimation and inference with censored and ordered multinomial response data, Empirical likelihood-based confidence intervals for data with possible zero observations., The demand for risky assets: Sample selection and household portfolios, Estimating censored regression models in the presence of nonparametric multiplicative hetero\-skedasticity., Estimation of dynamic and ARCH Tobit models, Tobit without apology., Quantile regression under random censoring., A simple adjustment for measurement errors in some limited dependent variable models., Measurement and sources of overall and input inefficiencies: Evidences and implications in hospital services, Censored regression analysis of multiclass passenger demand data subject to joint capacity constraints, Trust and trustworthiness in games: an experimental study of intergenerational advice, Robust estimation based on grouped-adjusted data in censored regression models, Efficient Gibbs sampler for Bayesian analysis of a sample selection model, A note on sequential ML estimates and their asymptotic covariances, Asymptotic misspecification biases for heckman's two step estimator, Accounting for plasma levels below detection limits in a one-compartment zero-order absorption pharmacokinetics model, The use of finite mixture models to estimate the distribution of the health utilities index in the presence of a ceiling effect, Hierarchical mean and covariance structure models, The effect of constraints on the response variable in regression