An Investigation of the Robustness of the Tobit Estimator to Non-Normality
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Publication:3962335
DOI10.2307/1912776zbMath0497.62036OpenAlexW2055214654MaRDI QIDQ3962335
No author found.
Publication date: 1982
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1912776
Tobit modelcensored modelsample selection modelsrelaxation of assumption of known disturbance variance
Applications of statistics to economics (62P20) Robustness and adaptive procedures (parametric inference) (62F35)
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