Semiparametric estimation of a bivariate Tobit model

DOI10.1016/J.JECONOM.2011.07.005zbMATH Open1441.62640OpenAlexW2071196188MaRDI QIDQ738087FDOQ738087

Songnian Chen, Xianbo Zhou

Publication date: 15 August 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2011.07.005

Recommendations

• Semiparametric estimation of the type-3 Tobit model
• Two-step semiparametric estimation of the type-3 Tobit model
• Semiparametric estimation of a censored type-3 Tobit model
• Semiparametric median estimation of the Type 3 Tobit model
• Semiparametric instrumental variables estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Applications of statistics to economics (62P20)

Cites Work

• Least absolute deviations estimation for the censored regression model
• Title not available (Why is that?)
• Multivariate Regression and Simultaneous Equation Models when the Dependent Variables Are Truncated Normal
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Maximal inequalities for degenerate \(U\)-processes with applications to optimization estimators
• Simulation and the Asymptotics of Optimization Estimators
• Semiparametric Estimation of Index Coefficients
• Pairwise difference estimators of censored and truncated regression models
• A Semiparametric Maximum Likelihood Estimator
• Asymptotics via empirical processes. With comments and a rejoinder by the author
• Specification and Estimation of a Simultaneous-Equation Model with Limited Dependent Variables
• Measurement errors and censored structural latent variables models

Cited In (10)

• Tobit model with covariate dependent thresholds
• Bounded-influence estimators for the Tobit model
• Semiparametric estimation of Nelson–Olson simultaneous Tobit model
• Testing the hypothesis of absence of unobserved confounding in semiparametric bivariate probit models
• Modified inference function for margins for the bivariate clayton copula-based SUN Tobit Model
• -Penalized Pairwise Difference Estimation for a High-Dimensional Censored Regression Model
• Semiparametric Estimation of a Censored Regression Model Subject to Nonparametric Sample Selection
• Two-step semiparametric estimation of the type-3 Tobit model
• Extending the inference function for augmented margins method to implement trivariate Clayton copula-based SUR Tobit models
• Maximum likelihood estimation for bivariate SUR Tobit modeling in presence of two right-censored dependent variables

This page was built for publication: Semiparametric estimation of a bivariate Tobit model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q738087)