On the Asymptotic Properties of Estimators of Models Containing Limited Dependent Variables

asymptotic normality serial correlation strong consistency Tobit model limiting covariance matrix limited dependent variables log-likelihood stationary point

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20)

Cited In (22)

The Sample Selection Model from a Method of Moments Perspective
A test for bivariate normality with applications in microeconometric models
Approximate maximum likelihood for complex structural models
Tobit models: A survey
Asymptotic properties of a quast-maximum likelihood estimator in truncated regression model with serial correlation
Kernel estimation of hazard functions when observations have dependent and common covariates
Estimation of spatial sample selection models: a partial maximum likelihood approach
Semiparametric estimation from time series with long-range dependence
DYNAMIC FACTOR MODELS
Dynamic time series binary choice
Convenient estimators for the panel probit model
Estimation of disequilibrium and limited dependent variable models with serially dependent residuals
Small sample performance of parameter estimators for tobit modesl with serial correlation^*
Modeling zero response data from willingness to pay surveys: a semi-parametric estimation.
On estimation for censored autoregressive data
A smooth likelihood simulator for dynamic disequilibrium models
Least absolute deviations estimation for the censored regression model
Quasi-likelihood estimation of a censored autoregressive model with exogenous variables
A STUDY OF A SEMIPARAMETRIC BINARY CHOICE MODEL WITH INTEGRATED COVARIATES
Generalised residuals
Semiparametric models and inference for the effect of a treatment when the outcome is nonnegative with clumping at zero
Partial maximum likelihood estimation of spatial probit models

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