Comparison of MCMC algorithms for the estimation of Tobit model with non-normal error: the case of asymmetric Laplace distribution

DOI10.1016/J.CSDA.2013.06.003zbMath1471.62216OpenAlexW2079871457MaRDI QIDQ1615113

Nuttanan Wichitaksorn, Hiroki Tsurumi

Publication date: 2 November 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2013.06.003

zbMATH Keywords

asymmetric Laplace distributiongriddy Gibbsprobability integration transformationtailored randomized blockwage earnings of Thai male workers

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Computational methods for problems pertaining to statistics (62-08)

Related Items (1)

GTL regression: a linear model with skewed and thick-tailed disturbances

Cites Work

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• Microeconometrics
• A Three-Parameter Asymmetric Laplace Distribution and Its Extension
• Tools for statistical inference. Methods for the exploration of posterior distributions and likelihood functions.

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