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

Cited In (24)

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

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