Multivariate Regression and Simultaneous Equation Models when the Dependent Variables Are Truncated Normal

DOI10.2307/1914214MaRDI QIDQ4046958zbMATH OpenOpenAlexWikidataFDO

Authors Takeshi Amemiya

Publication date 1974

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1914214

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

Cited in

(26)

• Estimation of consumer demand systems with binding non-negativity constraints
• Empirical models of discrete games
• A nested Tobit analysis for a sequentially censored regression model
• Estimation of some limited dependent variable models with application to housing demand
• A smooth likelihood simulator for dynamic disequilibrium models
• Nonparametric identification of the distribution of random coefficients in binary response static games of complete information
• Sieve maximum likelihood estimation of the spatial autoregressive Tobit model
• Censored regression analysis of multiclass passenger demand data subject to joint capacity constraints
• On moments of doubly truncated multivariate normal mean-variance mixture distributions with application to multivariate tail conditional expectation
• Independence properties of the truncated multivariate elliptical distributions
• On ranking and selection from independent truncated normal distributions
• GMM estimation and uniform subvector inference with possible identification failure
• Measurement errors and censored structural latent variables models
• An efficient decomposition of the expectation of the maximum for the multivariate normal and related distributions
• Econometric models with normal polychotomous selectivity
• The determination of moments of the doubly truncated multivariate normal Tobit model
• Multivariate truncated moments
• Optimum shrinkage parameter selection for ridge type estimator of Tobit model
• Fast Bayesian variable screenings for binary response regressions with small sample size
• Multivariate doubly truncated moments for a class of multivariate location-scale mixture of elliptical distributions
• Multivariate doubly truncated moments for generalized skew-elliptical distributions with applications
• Non-steepness and maximum likelihood estimation properties of the truncated multivariate normal distributions
• Stein's method of moments for truncated multivariate distributions
• Maximum likelihood estimation of a spatial autoregressive Tobit model
• Semiparametric estimation of a bivariate Tobit model
• Tobit models: A survey

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