A comparison of semi-parametric and partially adaptive estimators of the censored regression model with possibly skewed and leptokurtic error distributions
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Publication:1350556
DOI10.1016/0165-1765(96)00816-6zbMath0875.62603OpenAlexW2050712531MaRDI QIDQ1350556
James B. McDonald, Yexiao J. Xu
Publication date: 27 February 1997
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0165-1765(96)00816-6
Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)
Related Items (5)
Partially Adaptive Estimation of the Censored Regression Model ⋮ Female athletic participation and income: evidence from a latent class model ⋮ Modified maximum likelihood estimator under the Jones and Faddy's skew t-error distribution for censored regression model ⋮ Heteroscedasticity and Distributional Assumptions in the Censored Regression Model ⋮ Partially adaptive estimation of nonlinear models via a normal mixture
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- On the Asymptotic Bias of the Ordinary Least Squares Estimator of the Tobit Model
- An Investigation of the Robustness of the Tobit Estimator to Non-Normality
- Sample Selection Bias as a Specification Error
- Regression Analysis when the Dependent Variable Is Truncated Normal
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