Small sample performance of parameter estimators for tobit modesl with serial correlation*
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Publication:5750132
DOI10.1080/00949658908811183zbMath0718.62059OpenAlexW1987104567MaRDI QIDQ5750132
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
Monte CarloautocorrelationTobit modelautocorrelated errorscensored regression modelspseudolikelihood estimators
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Point estimation (62F10)
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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
- Regression Analsis with Censored Autocorrelated Data
- The Covariance Matrices of Reduced-Form Coefficients and of Forecasts for a Structural Econometric Model
- A Maximum Likelihood Procedure for Regression with Autocorrelated Errors
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