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Small sample performance of parameter estimators for tobit modesl with serial correlation<sup>*</sup> - MaRDI portal

Small sample performance of parameter estimators for tobit modesl with serial correlation<sup>*</sup> (Q5750132)

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scientific article; zbMATH DE number 4184675
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Small sample performance of parameter estimators for tobit modesl with serial correlation<sup>*</sup>
scientific article; zbMATH DE number 4184675

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    Small sample performance of parameter estimators for tobit modesl with serial correlation<sup>*</sup> (English)
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    1989
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    Tobit model
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    autocorrelation
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    censored regression models
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    autocorrelated errors
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    Monte Carlo
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    pseudolikelihood estimators
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