Sieve maximum likelihood estimation of the spatial autoregressive Tobit model

DOI10.1016/j.jeconom.2017.10.008zbMath1386.62032MaRDI QIDQ1706448

Lung-fei Lee, Xingbai Xu

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

zbMATH Keywords

social network; Tobit model; spatial autoregressive model; sieve maximum likelihood estimation; near-epoch dependence; Tobit censoring

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62M30: Inference from spatial processes

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

Uses Software

• Arc_Mat
• OpenCourseWare