The Estimation of a Simultaneous-Equation Tobit Model

DOI10.2307/2526423MaRDI QIDQ4195832zbMATH OpenOpenAlexWikidataFDO

Authors Takeshi Amemiya

Publication date 1979

Published in International Economic Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2526423

zbMATH Keywords

Asymptotic Variance-Covariance MatricesGeneralized Least Squares EstimationsNelson-Olson EstimatorSimultaneous Equation Tobit Model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cited in

(26)

• Efficient estimation of limited dependent variable models with endogenous explanatory variables
• Testing the normality assumption in multivariate simultaneous limited dependent variable models
• Specification tests for distributional assumptions in the Tobit model
• Fully recursive probability models and multivariate log-linear probability models for the analysis of qualitative data
• Coherency and estimation in simultaneous models with censored or qualitative dependent variables
• Finite-time control in probability for time-varying systems with measurement censoring
• Unscented Tobit Kalman filtering for switched nonlinear systems with censored measurement
• Measurement errors and censored structural latent variables models
• Amemiya‘s generalized least squares and tests of overidentification in simultaneous equation models with qualitative or limited dependent variables
• Estimation in additive models with fixed censored responses
• Semiparametric estimators for limited dependent variable (LDV) models with endogenous regressors
• Pooling estimates with different rates of convergence: a minimum \(\chi ^{2}\) approach with emphasis on a social interactions model
• Two-stage estimation of structural labor supply parameters using interval data from the 1971 Canadian census
• Estimation of nonseparable models with censored dependent variables and endogenous regressors
• Semiparametric estimation of Nelson–Olson simultaneous Tobit model
• IV methods for Tobit models
• Nonseparable sample selection models with censored selection rules
• Some aspects of measurement error in a censored regression model
• Estimation of wage inequality in the UK by quantile regression with censored selection
• Identification and estimation of dynamic models with a time series of repeated cross-sections
• Distribution regression with censored selection
• Applications of nonlinear tobit models under endogeneity
• Testing identifying assumptions in Tobit models
• Identification in nonparametric limited dependent variable models with simultaneity and unobserved heterogeneity
• Tobit models: A survey
• Estimation of cross sectional and panel data censored regression models with endogeneity

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