Estimation of limited dependent variable models by ordinary least squares and the method of moments

DOI10.1016/0304-4076(83)90013-1zbMath0509.62104MaRDI QIDQ1838267

William H. Greene

Publication date: 1983

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(83)90013-1

zbMATH Keywords

maximum likelihood estimator; method of moments; ordinary least squares; probit; tobit; truncated regression; asymptotic covariance matrices; estimation of limited dependent variable models; two-limit probit

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62P20: Applications of statistics to economics

62E20: Asymptotic distribution theory in statistics

62J05: Linear regression; mixed models

Related Items

RECENTERED AND RESCALED INSTRUMENTAL VARIABLE ESTIMATION OF TOBIT AND PROBIT MODELS WITH ERRORS IN VARIABLES, Bayesian Tobit quantile regression with single-index models, Estimation of the correlation coefficient in a bivariate probit model using the method of moments, Tobit models: A survey, Estimation of censored linear errors-in-variables models, Estimation and inference with censored and ordered multinomial response data, Small sample performance of large sample tests for tobit versus^p-tobit, The Logit Model in Economics

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