Alternative covariance estimators of the standard Tobit model
From MaRDI portal
Publication:1311267
DOI10.1016/0165-1765(93)90166-AzbMath0800.62770OpenAlexW2066091359MaRDI QIDQ1311267
Gabriele Fiorentini, Giorgio Calzolari
Publication date: 13 January 1994
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0165-1765(93)90166-a
Related Items (3)
A tobit model with garch errors ⋮ maxLik: a package for maximum likelihood estimation in R ⋮ The Sample Selection Model from a Method of Moments Perspective
Cites Work
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- Tobit models: A survey
- Pseudo Maximum Likelihood Methods: Theory
- A Note on the Computation of the Tobit Estimator
- Maximum Likelihood Estimation of Misspecified Models
- Maximum Likelihood Estimation of Misspecified Models
This page was built for publication: Alternative covariance estimators of the standard Tobit model
