Asymptotic properties of a quast-maximum likelihood estimator in truncated regression model with serial correlation
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Publication:4031297
DOI10.1080/07474939208800234zbMath0760.62028OpenAlexW1968274570MaRDI QIDQ4031297
Publication date: 1 April 1993
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474939208800234
asymptotic normalityserial correlationquasi-maximum likelihood estimatorstrong consistencyTobit modelindependent errorslimited dependent variable modelslimiting covariance matrixtruncated regression model
Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20)
Cites Work
- Analysis of time series from mixed distributions
- On the Asymptotic Properties of Estimators of Models Containing Limited Dependent Variables
- Multiperiod Probit Models and Orthogonality Condition Estimation
- Asymptotic Properties of Non-Linear Least Squares Estimators
- On the uniqueness of the maximum likelihood estimator in truncated regression models