Pages that link to "Item:Q1138337"
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The following pages link to Estimation in truncated samples when there is heteroscedasticity (Q1138337):
Displaying 14 items.
- A Monte Carlo comparison of estimators for censored regression models (Q595313) (← links)
- Tobit models: A survey (Q794129) (← links)
- Specification tests for distributional assumptions in the Tobit model (Q1104019) (← links)
- Two-step estimation of heteroskedastic sample selection models (Q1343375) (← links)
- Discrete factor approximations in simultaneous equation models: Estimating the impact of a dummy endogenous variable on a continuous outcome (Q1806693) (← links)
- Finite sample behavior of two step estimators in selection models (Q1855612) (← links)
- Robust estimation based on grouped-adjusted data in censored regression models (Q2640285) (← links)
- Estimation and specification testing in female labor participation models: parametric and semiparametric methods (Q4355167) (← links)
- A tobit model with garch errors (Q4385002) (← links)
- The asymptotically efficient version of the information matrix test in binary choice models. A study of size and power (Q4540843) (← links)
- Handling dropout and clustering in longitudinal multicentre clinical trials (Q4970708) (← links)
- A Generalized Heckman Model With Varying Sample Selection Bias and Dispersion Parameters (Q5041339) (← links)
- Testing for heteroskedasticity in the tobit and probit models (Q5124799) (← links)
- Finite sample properties for the semiparametric estimation of the intercept of a censored regression model (Q5476543) (← links)
