Regression Analysis when the Dependent Variable Is Truncated Normal

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Misspecified models with dependent observations
New methods for analyzing structural models of labor force dynamics
Least absolute deviations estimation for the censored regression model
Choice-based samples. A non-parametric approach
Non-parametric maximum likelihood estimation of censored regression models
A semi-parametric censored regression estimator
Asymptotic efficiency in semi-parametric models with censoring
The estimation of complete aggregation structures
Generalized method of moments specification testing
A simplified approach to M-estimation with application to two-stage estimators
Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator
Consistent maximum-likelihood estimation with dependent observations. The general (nonnormal) case and the normal case
Estimation in truncated samples when there is heteroscedasticity
Maximum likelihood estimation of econometric frontier functions
Approximate maximum likelihood estimation with data sets that exceed computer limits
Formulation and estimation of dynamic models using panel data
Estimating limited-dependent rational expectations models with an application to exchange rate determination in a target zone
Estimating a generalised censored regression model. A new method
A nested Tobit analysis for a sequentially censored regression model
Discrete/continuous models of consumer demand with binding nonnegativity constraints
A pseudo-\(R^ 2\) measure for limited and qualitative dependent variable models
Formulation and estimation of stochastic frontier production function models
Estimation of some limited dependent variable models with application to housing demand
On the efficient estimation methods for the macro-economic models nonlinear in variables
Estimation of censored linear errors-in-variables models
Pairwise difference estimators of censored and truncated regression models
Semiparametric estimation from time series with long-range dependence
Rational expectations in limited dependent variable models
A comparison of semi-parametric and partially adaptive estimators of the censored regression model with possibly skewed and leptokurtic error distributions
Estimation and inference with censored and ordered multinomial response data
Memory and discounting: theory and evidence
Nonlinear expectile regression with application to value-at-risk and expected shortfall estimation
Finite-time control in probability for time-varying systems with measurement censoring
A predictive deviance criterion for selecting a generative model in semi-supervised classification
Estimation of dynamic and ARCH Tobit models
The nonlinear two-stage least-squares estimator
Markov switching quantile regression models with time-varying transition probabilities
A generalization to the log-inverse Weibull distribution and its applications in cancer research
A bent line Tobit regression model with application to household financial assets
Second-order least-squares estimation for regression models with autocorrelated errors
A simple nonparametric test for diagnosing nonlinearity in Tobit median regression model
Moments of truncated normal/independent distributions
Fitting logistic regression models with contaminated case-control data
Student-t censored regression model: properties and inference
A note on Phillips (1991): ``A constrained maximum likelihood approach to estimating switching regressions
Model checking in Tobit regression via nonparametric smoothing
Robust estimation based on grouped-adjusted data in censored regression models
A constrained interval-valued linear regression model: a new heteroscedasticity estimation method
Reprint of: Formulation and estimation of stochastic frontier production function models
A semi-parametric Cox's regression model for zero-inflated left-censored time to event data
A semiparametric estimation approach for linear mixed models
Measurement errors and censored structural latent variables models
Non-causality in bivariate binary time series
Utilizing the flexibility of the epsilon-skew-normal distribution for Tobit regression problems
Bias reduction for dynamic nonlinear panel models with fixed effects
An imputation approach for handling mixed-mode surveys
A Bayesian approach for generalized linear models with explanatory biomarker measurement variables subject to detection limit: an application to acute lung injury
A theory of portfolio revision: robustness and truncation problems
Specification testing when the null is nonparametric or semiparametric
A note on sequential ML estimates and their asymptotic covariances
Efficient specification tests for limited dependent variable models
ON THE FIRST–ORDER EFFICIENCY AND ASYMPTOTIC NORMALITY OF MAXIMUM LIKELIHOOD ESTIMATORS OBTAINED FROM DEPENDENT OBSERVATIONS
The determination of moments of the doubly truncated multivariate normal Tobit model
An EM algorithm for the heteroscedastic regression models with censored data
A Tobit-type estimator for the censored Poisson regression model
The effect of constraints on the response variable in regression
Informetric analysis of dynamic decision rules in applied economic models: a selective survey
Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts
ADAPTIVE SEMIPARAMETRIC ESTIMATION IN THE PRESENCE OF AUTOCORRELATION OF UNKNOWN FORM
Instrumental variable approach to covariate measurement error in generalized linear models
Empirical \(L_2\)-distance lack-of-fit tests for Tobit regression models
Tests for a change in persistence against the null of difference‐stationarity
Quasi-likelihood estimation of a censored autoregressive model with exogenous variables
Estimation in additive models with fixed censored responses
The alpha-power Tobit model
Tobit model estimation and sliced inverse regression
On an asymmetric extension of the Tobit model based on the tilted-normal distribution
Multi-sensor filtering fusion meets censored measurements under a constrained network environment: advances, challenges and prospects
Tobit Liu estimation of censored regression model: an application to Mroz data and a Monte Carlo simulation study
The comparison study of the model selection criteria on the Tobit regression model based on the bootstrap sample augmentation mechanisms
Response-based multiple imputation method for minimizing the impact of covariate detection limit in logistic regression
Partially Adaptive Estimation of the Censored Regression Model
Two-Part Models for Analysis of Agatston Scores with Possible Proportionality Constraints
Semiparametric estimation of censored spatial autoregressive models
Bayesian Tobit quantile regression with single-index models
Heteroscedasticity and distributional assumptions in the censored regression model
A consistent simulation-based estimator in generalized linear mixed models
Distribution-free test in Tobit mean regression model
Two‐stage estimation of limited dependent variable models with errors‐in‐variables
CUSUM of Squares‐Based Tests for a Change in Persistence
Nonlinear Tobit Decomposition
A unified approach to estimation of nonlinear mixed effects and Berkson measurement error models
Likelihood Estimation for Censored Random Vectors
Consistent estimation of species abundance from a presence-absence map
Semiparametric estimation of employment duration models
Estimating linear models with ordinal qualitative regressors
Consistent estimation of limited dependent variable models despite misspecification of distribution
Regression models for positive random variables
Two-stage estimation of structural labor supply parameters using interval data from the 1971 Canadian census
Modified maximum likelihood estimator under the Jones and Faddy's skew t-error distribution for censored regression model

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