Semiparametric estimation of the type-3 Tobit model
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Publication:1367136
DOI10.1016/S0304-4076(96)00011-5zbMath0898.62138OpenAlexW2072132984MaRDI QIDQ1367136
Publication date: 8 November 1998
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4076(96)00011-5
semiparametric efficiencytype-3 Tobit modelasymptotic covariance matricesleast-squares-type estimation
Applications of statistics to economics (62P20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
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A semi-parametric estimator for censored selection models with endogeneity ⋮ Two-step semiparametric estimation of the type-3 Tobit model ⋮ Nonseparable sample selection models with censored selection rules
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