Maximum likelihood estimation of a spatial autoregressive Tobit model
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Publication:70138
DOI10.1016/j.jeconom.2015.05.004zbMath1337.62166OpenAlexW1548742682MaRDI QIDQ70138
Lung-Fei Lee, Xingbai Xu, Lung-fei Lee, Xingbai Xu
Publication date: September 2015
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2015.05.004
Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Inference from spatial processes (62M30) Linear regression; mixed models (62J05) Non-Markovian processes: estimation (62M09)
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Uses Software
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