Pages that link to "Item:Q117593"

The following pages link to Estimation of Relationships for Limited Dependent Variables (Q117593):

Displaying 50 items.

• Censored regression quantiles (Q1083825) (← links)
• Bivariate alternatives to the Tobit model (Q1087299) (← links)
• Estimation in truncated samples when there is heteroscedasticity (Q1138337) (← links)
• Bayes inference in the Tobit censored regression model (Q1186049) (← links)
• Linear rank statistics in regression analysis with censored or truncated data (Q1190554) (← links)
• Censored regression models with unobserved, stochastic censoring thresholds (Q1244766) (← links)
• Estimation of some limited dependent variable models with application to housing demand (Q1249408) (← links)
• On the computation of semiparametric estimates in limited dependent variable models (Q1260688) (← links)
• The effects of exogenous variables in efficiency measurement -- a Monte Carlo study (Q1291777) (← links)
• A maximum likelihood method for latent class regression involving a censored dependent variable (Q1309410) (← links)
• The hierarchical Tobit model: A case study in Bayesian computing (Q1331807) (← links)
• Rational expectations in limited dependent variable models (Q1342673) (← links)
• A comparison of semi-parametric and partially adaptive estimators of the censored regression model with possibly skewed and leptokurtic error distributions (Q1350556) (← links)
• Estimating new product demand from biased survey data (Q1362026) (← links)
• Estimation and inference with censored and ordered multinomial response data (Q1362054) (← links)
• Empirical likelihood-based confidence intervals for data with possible zero observations. (Q1423101) (← links)
• The demand for risky assets: Sample selection and household portfolios (Q1580342) (← links)
• Estimating censored regression models in the presence of nonparametric multiplicative hetero\-skedasticity. (Q1586550) (← links)
• Variable selection in censored quantile regression with high dimensional data (Q1635848) (← links)
• Robust estimators of accelerated failure time regression with generalized log-gamma errors (Q1658482) (← links)
• On the computation of LOT liquidity measure (Q1667885) (← links)
• Rank tests in unmatched clustered randomized trials applied to a study of teacher training (Q1728640) (← links)
• Finite-time control in probability for time-varying systems with measurement censoring (Q1730035) (← links)
• Detection of intermittent fault for discrete-time systems with output dead-zone: a variant Tobit Kalman filtering approach (Q1794229) (← links)
• Estimation of dynamic and ARCH Tobit models (Q1806698) (← links)
• Tobit without apology. (Q1852948) (← links)
• Quantile regression under random censoring. (Q1867731) (← links)
• A simple adjustment for measurement errors in some limited dependent variable models. (Q1871245) (← links)
• Measurement and sources of overall and input inefficiencies: Evidences and implications in hospital services (Q1887936) (← links)
• Censored regression analysis of multiclass passenger demand data subject to joint capacity constraints (Q1908290) (← links)
• A maximum likelihood estimator based on first differences for a panel data Tobit model with individual specific effects (Q1927382) (← links)
• A dynamic nonstationary spatio-temporal model for short term prediction of precipitation (Q1939996) (← links)
• A Bayesian quantile regression approach to multivariate semi-continuous longitudinal data (Q1995834) (← links)
• Mixtures of factor analyzers with covariates for modeling multiply censored dependent variables (Q2062372) (← links)
• Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models (Q2073711) (← links)
• Moments of the doubly truncated selection elliptical distributions with emphasis on the unified multivariate skew-\(t\) distribution (Q2078582) (← links)
• Sensitivity analysis for unobserved confounding in causal mediation analysis allowing for effect modification, censoring and truncation (Q2082480) (← links)
• Robust clustering of multiply censored data via mixtures of \(t\) factor analyzers (Q2125473) (← links)
• Model diagnostics of parametric Tobit model based on cumulative residuals (Q2131979) (← links)
• Unscented Tobit Kalman filtering for switched nonlinear systems with censored measurement (Q2152726) (← links)
• A bent line Tobit regression model with application to household financial assets (Q2156806) (← links)
• A class of asymmetric regression models for left-censored data (Q2233639) (← links)
• Generalized evolutionary point processes: model specifications and model comparison (Q2241636) (← links)
• Two-stage circular-circular regression with zero inflation: application to medical sciences (Q2247479) (← links)
• A simple microeconomic foundation for a Tobit model of consumer demand (Q2270359) (← links)
• On moments of doubly truncated multivariate normal mean-variance mixture distributions with application to multivariate tail conditional expectation (Q2306273) (← links)
• Statistical analysis of zero-inflated nonnegative continuous data: a review (Q2325635) (← links)
• A dynamically event-triggered approach to recursive filtering with censored measurements and parameter uncertainties (Q2328774) (← links)
• Doubly censored power-normal regression models with inflation (Q2351814) (← links)
• Censored mixed-effects models for irregularly observed repeated measures with applications to HIV viral loads (Q2397983) (← links)