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- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- A Monte Carlo comparison of estimators for censored regression models
- A Statistical Model of Friction in Economics
- A Test for Misspecification in the Censored Normal Model
- An Econometric Analysis of Residential Electric Appliance Holdings and Consumption
- An Investigation of the Robustness of the Tobit Estimator to Non-Normality
- Analysis of time series from mixed distributions
- Asymptotic Covariance Matrices of Two-Stage Probit and Two-Stage Tobit Methods for Simultaneous Equations Models with Selectivity
- Censored Normal Regression with Measurement Error on the Dependent Variable
- Censored regression models with unobserved, stochastic censoring thresholds
- Coherency Conditions in Simultaneous Linear Equation Models with Endogenous Switching Regimes
- Comment on "The Effect of Unions on Earnings and Earnings on Unions: A Mixed Logit Approach"
- Dummy Endogenous Variables in a Simultaneous Equation System
- Econometric Methods for the Duration of Unemployment
- Econometric disequilibrium models∗
- Estimation in truncated samples when there is heteroscedasticity
- Estimation of Relationships for Limited Dependent Variables
- Estimation of a Simultaneous Equations Model with Jointly Dependent Continuous and Qualitative Variables: The Union-Earnings Question Revisited
- Estimation of limited dependent variable models by ordinary least squares and the method of moments
- Estimation of some limited dependent variable models with application to housing demand
- Estimation of the Two-Limit Probit Regression Model
- Formulation and Statistical Analysis of the Mixed, Continuous/Discrete Dependent Variable Model in Classical Production Theory
- Karhunen-Loeve Analysis of Historical Time Series With an Application to Plantation Births in Jamaica
- Linear Statistical Inference and its Applications
- Maximum Likelihood Estimation from Incomplete Data
- Maximum Likelihood Methods for Models of Markets in Disequilibrium
- Multivariate Regression and Simultaneous Equation Models when the Dependent Variables Are Truncated Normal
- New methods for analyzing structural models of labor force dynamics
- Note on the Uniqueness of the Maximum Likelihood Estimator for the Tobit Model
- On the Asymptotic Bias of the Ordinary Least Squares Estimator of the Tobit Model
- On the Asymptotic Properties of Estimators of Models Containing Limited Dependent Variables
- On the convergence properties of the EM algorithm
- Regression Analysis When the Dependent Variable is Truncated Lognormal, with an Application to the Determinants of the Duration of Welfare Dependency
- Regression Analysis when the Dependent Variable Is Truncated Normal
- Sample Selection Bias as a Specification Error
- Shadow Prices, Market Wages, and Labor Supply
- Social Experimentation, Truncated Distributions, and Efficient Estimation
- Some Approaches to the Correction of Selectivity Bias
- Some Statistical Models for Limited Dependent Variables with Application to the Demand for Durable Goods
- Specification Tests in Econometrics
- Specification and Estimation of a Simultaneous-Equation Model with Limited Dependent Variables
- The Estimation of a Simultaneous Equation Generalized Probit Model
- The Estimation of a Simultaneous-Equation Tobit Model
- The Maximum Likelihood, the Minimum Chi-Square and the Nonlinear Weighted Least-Squares Estimator in the General Qualitative Response Model
- Unionism and Wage Rates: A Simultaneous Equations Model with Qualitative and Limited Dependent Variables
Cited in
(only showing first 100 items - show all)- An alternative Wald type test for two linear restrictions with applications to non-linear models
- Some models for estimation of total of a study variable having many zero values
- On a log-symmetric quantile tobit model applied to female labor supply data
- A non-iterative Bayesian sampling algorithm for censored Student-tlinear regression models
- Influence diagnostics in the Tobit censored response model
- Student-t censored regression model: properties and inference
- Tobit without apology.
- Panel design effects on response rates and response quality
- Predictive mean matching imputation of semicontinuous variables
- Some aspects of measurement error in a censored regression model
- Model-based replacement of rounded zeros in compositional data: classical and robust approaches
- Estimation and inference with censored and ordered multinomial response data
- A Bayesian approach of analysing semi-continuous longitudinal data with monotone missingness
- Tobit model with covariate dependent thresholds
- Locally most powerful rank tests for regression under truncation
- Dealing with bottled water expenditures data with zero observations: A semiparametric specification
- A tobit model with garch errors
- An average model approach to experience based premium rates discounts: an application to Spanish agricultural insurance
- Diagnostic tests for bias of estimating equations in weighted regression with missing covariates
- Sensitivity analysis by experimental design and metamodelling: case study on simulation in national animal disease control
- Estimation of a finite population total for a censored regression model for a study variable
- A semi-parametric quantile regression approach to zero-inflated and incomplete longitudinal outcomes
- Two-Part Models for Analysis of Agatston Scores with Possible Proportionality Constraints
- On a Tobit-Birnbaum-Saunders model with an application to medical data
- scientific article; zbMATH DE number 45389 (Why is no real title available?)
- Model Calibration With Censored Data
- High-Dimensional Censored Regression via the Penalized Tobit Likelihood
- Bivariate alternatives to the Tobit model
- A bayesian approach to dynamic tobit models
- Estimation and testing procedures for non-normal samples: an introduction and a bibliography
- Modified maximum likelihood estimator under the Jones and Faddy's skew t-error distribution for censored regression model
- Bayesian Tobit quantile regression with single-index models
- A joint model for incomplete data in crossover trials
- A class of asymmetric regression models for left-censored data
- Bayesian mismeasurement \(t\)-models for censored responses
- Transition from the Taylor rule to the zero lower bound
- Efficient Gibbs sampler for Bayesian analysis of a sample selection model
- Social preferences? Google answers!
- Semiparametric zero-inflated modeling in multi-ethnic study of atherosclerosis (MESA)
- scientific article; zbMATH DE number 1210536 (Why is no real title available?)
- Bayes inference in the Tobit censored regression model
- The Monte Carlo EM method for estimating multivariate Tobit latent variable models
- Model diagnostics of parametric Tobit model based on cumulative residuals
- Time Series Approach to the Evolution of Networks: Prediction and Estimation
- Modelling route choice decisions of car travellers using combined GPS and diary data
- Model checking in Tobit regression with measurement errors using validation data
- Software for the computation of Tobit model estimates
- A Monte Carlo comparison of estimators for censored regression models
- A semi-parametric Cox's regression model for zero-inflated left-censored time to event data
- Prediction and Inference With Missing Data in Patient Alert Systems
- Two-sample nonparametric likelihood inference based on incomplete data with an application to a pneumonia study
- Model-Based Estimates of the Finite Population Mean for Two-Stage Cluster Samples With Unit Non-Response
- Evaluation and analysis of land input-output comprehensive benefit based on fuzzy mathematics and analytic hierarchy process
- Nonlinear Tobit Decomposition
- Empirical \(L_2\)-distance lack-of-fit tests for Tobit regression models
- Variational Tobit Gaussian process regression
- Partially Adaptive Estimation of the Censored Regression Model
- Two‐stage estimation of limited dependent variable models with errors‐in‐variables
- A growth mixture Tobit model: application to AIDS studies
- Model checking in Tobit regression via nonparametric smoothing
- Estimation of sample selection models with two selection mechanisms
- Bivariate non-normality in the sample selection model
- Semiparametric efficiency for censored linear regression models with heteroskedastic errors
- Maximum likelihood estimation for Tobit variance components models
- Alternative covariance estimators of the standard Tobit model
- An analysis of housing expenditure using semiparametric models and panel data
- A Composite Generalized Cross-Entropy Formulation in Small Samples Estimation
- Repeated measures with zeros
- Conjugacy properties of multivariate unified skew-elliptical distributions
- A bent line Tobit regression model with application to household financial assets
- Likelihood Estimation for Censored Random Vectors
- Maximum Likelihood Estimation of Tobit Factor Analysis for Multivariatet-Distribution
- Better bunching, nicer notching
- Finite sample properties for the semiparametric estimation of the intercept of a censored regression model
- Variable selection and subgroup analysis for high-dimensional censored data
- A new statistical test for latent class in censored data due to detection limit
- A parametric approach for dealing with compositional rounded zeros
- Estimation of dynamic and ARCH Tobit models
- scientific article; zbMATH DE number 3974147 (Why is no real title available?)
- Bayesian Truncated Poisson Regression with Application to Dutch Illegal Immigrant Data
- Multiple imputation of incomplete multilevel data using Heckman selection models
- Analysis of two-part random effects model for semi-ordinal longitudinal response. Abbreviated title: semi-ordinal random effects model
- A maximum likelihood method for latent class regression involving a censored dependent variable
- Variable step size predictor design for a class of linear discrete-time censored system
- Rules of thumb for comparing multinomial logit and multinomial probit coefficients
- Tobit regression model with parameters of increasing dimensions
- scientific article; zbMATH DE number 2170629 (Why is no real title available?)
- The Common Structure of Tests for Selectivity Bias, Serial Correlation, Heteroscedasticity and Non-Normality in the Tobit Model
- Semiparametric median estimation of the Type 3 Tobit model
- Testing exclusion restrictions for a misspecified Tobit model
- An experimental analysis of auctions with interdependent valuations
- Heteroscedasticity and distributional assumptions in the censored regression model
- A Bayesian two-stage regression approach of analysing longitudinal outcomes with endogeneity and incompleteness
- On the uniqueness of the maximum likelihood estimator in truncated regression models
- Is it always necessary to take sample selection into account?
- Censored regression analysis of multiclass passenger demand data subject to joint capacity constraints
- Identification by non-linearity in censored regression models
- A lack-of-fit test in Tobit errors-in-variables regression models
- Multiple roots of the Tobit log-likelihood
- Composite likelihood estimation for models of spatial ordinal data and spatial proportional data with zero/one values
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