Sieve maximum likelihood estimation of the spatial autoregressive Tobit model
DOI10.1016/J.JECONOM.2017.10.008zbMATH Open1386.62032OpenAlexW2776577774MaRDI QIDQ1706448FDOQ1706448
Authors: Xingbai Xu, Lung-fei Lee 
Publication date: 22 March 2018
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2017.10.008
Recommendations
- Maximum likelihood estimation of a spatial autoregressive Tobit model
- Semiparametric estimation of censored spatial autoregressive models
- Partial ML estimation for spatial autoregressive nonlinear probit models with autoregressive disturbances
- scientific article; zbMATH DE number 2222813
- Estimation of spatial autoregressions with stochastic weight matrices
near-epoch dependencespatial autoregressive modelTobit modelsocial networksieve maximum likelihood estimationTobit censoring
Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30) Applications of statistics to economics (62P20)
Cites Work
- Introduction to spatial econometrics.
- Mixing: Properties and examples
- A spatial autoregressive model with a nonlinear transformation of the dependent variable
- Central limit theorems and uniform laws of large numbers for arrays of random fields
- Who's Who in Networks. Wanted: The Key Player
- Peer effects and social networks in education
- Multivariate Regression and Simultaneous Equation Models when the Dependent Variables Are Truncated Normal
- On spatial processes and asymptotic inference under near-epoch dependence
- Title not available (Why is that?)
- Identification in Parametric Models
- Title not available (Why is that?)
- Maximum likelihood estimation of a spatial autoregressive Tobit model
- Nonparametric spatial regression under near-epoch dependence
- Title not available (Why is that?)
- Semi-Nonparametric Maximum Likelihood Estimation
- On methods of sieves and penalization
- Sieve Extremum Estimates for Weakly Dependent Data
- A new weak dependence condition and applications to moment inequalities
- An exponential inequality under weak dependence
- Convergence rate of sieve estimates
- Title not available (Why is that?)
- Incomplete Simultaneous Discrete Response Model with Multiple Equilibria
- Exponential inequalities and functional central limit theorems for random fields
- Approximation of density functions by sequences of exponential families
- Probability inequalities for likelihood ratios and convergence rates of sieve MLEs
- Title not available (Why is that?)
- Exponential inequalities for martingales with applications
- Exponential series estimator of multivariate densities
- Title not available (Why is that?)
- Title not available (Why is that?)
- Partial maximum likelihood estimation of spatial probit models
- Title not available (Why is that?)
- Exponential inequalities for sums of weakly dependent variables
- Title not available (Why is that?)
Cited In (4)
- Maximum likelihood estimation of a spatial autoregressive model for origin-destination flow variables
- QML and Efficient GMM Estimation of Spatial Autoregressive Models with Dominant (Popular) Units
- Semiparametric estimation of censored spatial autoregressive models
- Maximum likelihood estimation of a spatial autoregressive Tobit model
Uses Software
This page was built for publication: Sieve maximum likelihood estimation of the spatial autoregressive Tobit model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1706448)
