Quasi-Likelihood Estimation of a Censored Autoregressive Model With Exogenous Variables
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Publication:4559695
DOI10.1080/01621459.2017.1307115zbMath1402.62035OpenAlexW2600377329MaRDI QIDQ4559695
Publication date: 4 December 2018
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/01621459.2017.1307115
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Censored data models (62N01)
Uses Software
Cites Work
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- On the Asymptotic Properties of Estimators of Models Containing Limited Dependent Variables
- Regression Analsis with Censored Autocorrelated Data
- Linear regression with censored data
- Asymptotic Statistics
- Regression Analysis when the Dependent Variable Is Truncated Normal
- Censored time series analysis with autoregressive moving average models
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