On the uniqueness of the maximum likelihood estimator in truncated regression models
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Publication:5750192
DOI10.1080/07474938908800171zbMath0718.62150OpenAlexW1966068558MaRDI QIDQ5750192
Publication date: 1989
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474938908800171
Related Items (6)
A constrained interval-valued linear regression model: a new heteroscedasticity estimation method ⋮ Almost sure uniqueness of a global minimum without convexity ⋮ Asymptotic properties of a quast-maximum likelihood estimator in truncated regression model with serial correlation ⋮ Multiple roots of the Tobit log-likelihood ⋮ Hybrid modelling for echo location and surface characterization ⋮ On the uniqueness of the maximum likelihood estimator.
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