Alternative covariance estimators of the standard Tobit model

DOI10.1016/0165-1765(93)90166-AMaRDI QIDQ1311267zbMATH OpenOpenAlexFDO

Authors Giorgio Calzolari, Gabriele Fiorentini

Publication date 13 January 1994

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1765(93)90166-a

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites work

• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• A Note on the Computation of the Tobit Estimator
• Maximum Likelihood Estimation of Misspecified Models
• Maximum Likelihood Estimation of Misspecified Models
• Pseudo Maximum Likelihood Methods: Theory
• Tobit models: A survey

Cited in

(3)

• maxLik: a package for maximum likelihood estimation in R
• The Sample Selection Model from a Method of Moments Perspective
• A tobit model with garch errors

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