Small sample performance of large sample tests for tobit versusp-tobit

DOI10.1080/00949659008811296MaRDI QIDQ3135422zbMATH OpenOpenAlexFDO

Authors Choon-Geol Moon

Publication date 7 October 1993

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949659008811296

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites work

• Algorithm AS 122: Weights for One-Sided Multivariate Inference
• An Exact Test for Multiple Inequality and Equality Constraints in the Linear Regression Model
• Asymptotic Properties of Maximum Likelihood Estimators and Likelihood Ratio Tests Under Nonstandard Conditions
• Estimation of limited dependent variable models by ordinary least squares and the method of moments
• Likelihood Ratio Test, Wald Test, and Kuhn-Tucker Test in Linear Models with Inequality Constraints on the Regression Parameters
• Note on the Uniqueness of the Maximum Likelihood Estimator for the Tobit Model
• On asymptotic tests of composite hypotheses in nonstandard conditions
• On the Asymptotic Bias of the Ordinary Least Squares Estimator of the Tobit Model
• On the Distribution of the Likelihood Ratio
• One-Sided Testing Problems in Multivariate Analysis
• Ordered tests in the analysis of variance
• Wald Criteria for Jointly Testing Equality and Inequality Restrictions

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