Regression Analysis when the Dependent Variable Is Truncated Normal

Cited in

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Student-t censored regression model: properties and inference
Bias reduction for dynamic nonlinear panel models with fixed effects
Estimation and inference with censored and ordered multinomial response data
A theory of portfolio revision: robustness and truncation problems
Selection-bias-adjusted inference for the bivariate normal distribution under soft-threshold sampling
Reprint of: Formulation and estimation of stochastic frontier production function models
Bounded-influence estimators for the Tobit model
Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models
Estimating limited-dependent rational expectations models with an application to exchange rate determination in a target zone
Asymptotic efficiency in semi-parametric models with censoring
Normal distribution based pseudo ML for missing data: with applications to mean and covariance structure analysis
Finite-time control in probability for time-varying systems with measurement censoring
Nonlinear expectile regression with application to value-at-risk and expected shortfall estimation
ON THE FIRST–ORDER EFFICIENCY AND ASYMPTOTIC NORMALITY OF MAXIMUM LIKELIHOOD ESTIMATORS OBTAINED FROM DEPENDENT OBSERVATIONS
A gamma-distributed stochastic frontier model
The alpha-power Tobit model
Tobit models: A survey
Estimation of a finite population total for a censored regression model for a study variable
The nonlinear two-stage least-squares estimator
Two-Part Models for Analysis of Agatston Scores with Possible Proportionality Constraints
Instrumental variable approach to covariate measurement error in generalized linear models
A consistent simulation-based estimator in generalized linear mixed models
Simultaneously incomplete and incoherent (SII) dynamic LDV models: with an application to financing constraints and firms' decision to innovate
Consistent estimation of species abundance from a presence-absence map
A unified approach to estimation of nonlinear mixed effects and Berkson measurement error models
Modified maximum likelihood estimator under the Jones and Faddy's skew t-error distribution for censored regression model
Second-order least-squares estimation for regression models with autocorrelated errors
Bayesian Tobit quantile regression with single-index models
Formulation and estimation of stochastic frontier production function models
Second-order nonlinear least squares estimation
Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator
Maximum likelihood estimation of econometric frontier functions
Correlation estimation with singly truncated bivariate data
Statistical inferences for data from studies conducted with an aggregated multivariate outcome-dependent sample design
Semiparametric estimation of employment duration models
Non-causality in bivariate binary time series
Pairwise difference estimators of censored and truncated regression models
Tobit Kalman filter with time-correlated multiplicative measurement noise
Estimating linear models with ordinal qualitative regressors
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
A predictive deviance criterion for selecting a generative model in semi-supervised classification
A simplified approach to M-estimation with application to two-stage estimators
Nonlinear Tobit Decomposition
Moments of truncated normal/independent distributions
Empirical \(L_2\)-distance lack-of-fit tests for Tobit regression models
Maximum likelihood estimation and a specification test for non-normal distributional assumption for the accelerated failure time models
A semi-parametric censored regression estimator
Non-parametric maximum likelihood estimation of censored regression models
Circular-circular regression model with a spike at zero
Semiparametric estimation from time series with long-range dependence
Distribution-free test in Tobit mean regression model
Partially Adaptive Estimation of the Censored Regression Model
Nonparametric empirical Bayes biomarker imputation and estimation
ADAPTIVE SEMIPARAMETRIC ESTIMATION IN THE PRESENCE OF AUTOCORRELATION OF UNKNOWN FORM
Two‐stage estimation of limited dependent variable models with errors‐in‐variables
Nonlinear least squares estimator for generalized diffusion processes with reflecting barriers
Model checking in Tobit regression via nonparametric smoothing
Further improvements in the calculation of censored quantile regressions
Factor and ideal point analysis for interpersonally incomparable data
An imputation approach for handling mixed-mode surveys
Approximate maximum likelihood estimation with data sets that exceed computer limits
Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts
Maximum likelihood estimation for quantile autoregression models with Markovian switching
Semiparametric estimation of censored spatial autoregressive models
Finite mixture modeling of censored regression models
A bent line Tobit regression model with application to household financial assets
Likelihood Estimation for Censored Random Vectors
Estimation in truncated samples when there is heteroscedasticity
Memory and discounting: theory and evidence
Second-order least squares estimation of censored regression models
-Penalized Pairwise Difference Estimation for a High-Dimensional Censored Regression Model
Variable selection and subgroup analysis for high-dimensional censored data
Consistent maximum-likelihood estimation with dependent observations. The general (nonnormal) case and the normal case
A constrained interval-valued linear regression model: a new heteroscedasticity estimation method
A Bayesian analysis of vegetable production in Japan
Estimation of dynamic and ARCH Tobit models
A note on sequential ML estimates and their asymptotic covariances
Choice-based samples. A non-parametric approach
Rational expectations in limited dependent variable models
The effect of constraints on the response variable in regression
A Bayesian approach for generalized linear models with explanatory biomarker measurement variables subject to detection limit: an application to acute lung injury
A test for heteroscedasticity and non-normality of regression residuals: a practical approach
Multi-sensor filtering fusion meets censored measurements under a constrained network environment: advances, challenges and prospects
Fitting logistic regression models with contaminated case-control data
The estimation of complete aggregation structures
A generalization to the log-inverse Weibull distribution and its applications in cancer research
Maximum likelihood estimation of a spatial autoregressive Tobit model
An experimental analysis of auctions with interdependent valuations
Heteroscedasticity and distributional assumptions in the censored regression model
On the efficient estimation methods for the macro-economic models nonlinear in variables
Quantile treatment effects in difference in differences models under dependence restrictions and with only two time periods
Statistical inference for Ornstein-Uhlenbeck processes based on low-frequency observations
Tests for a change in persistence against the null of difference‐stationarity
Influence diagnostics for the power-normal Tobit model
Informetric analysis of dynamic decision rules in applied economic models: a selective survey
A lack-of-fit test in Tobit errors-in-variables regression models
A constrained maximum-likelihood approach to estimating switching regressions
Multiple roots of the Tobit log-likelihood
A semiparametric estimation approach for linear mixed models

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