Estimation of the SUR Tobit model via the MCECM algorithm. (Q1960345)

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scientific article; zbMATH DE number 1387298
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English
Estimation of the SUR Tobit model via the MCECM algorithm.
scientific article; zbMATH DE number 1387298

    Statements

    Estimation of the SUR Tobit model via the MCECM algorithm. (English)
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    12 January 2000
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    SUR
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    Tobit
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    EM algorithm
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    Monte Carlo
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