Small sample performance of parameter estimators for tobit modesl with serial correlation*

DOI10.1080/00949658908811183zbMATH Open0718.62059OpenAlexW1987104567MaRDI QIDQ5750132FDOQ5750132

Authors: Marcel G. Dagenais 

Publication date: 1989

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949658908811183

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zbMATH Keywords

Monte CarloTobit modelautocorrelationautocorrelated errorscensored regression modelspseudolikelihood estimators

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• Estimation of Relationships for Limited Dependent Variables
• On the Asymptotic Properties of Estimators of Models Containing Limited Dependent Variables
• Tests for Serial Defendence in Limited Dependent Variable Models
• A Maximum Likelihood Procedure for Regression with Autocorrelated Errors
• The Covariance Matrices of Reduced-Form Coefficients and of Forecasts for a Structural Econometric Model
• Regression Analsis with Censored Autocorrelated Data

Cited In (1)

• On estimation for censored autoregressive data

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