Sieve maximum likelihood estimation of the spatial autoregressive Tobit model

DOI10.1016/j.jeconom.2017.10.008zbMath1386.62032OpenAlexW2776577774MaRDI QIDQ1706448

Xingbai Xu, Lung-fei Lee

Publication date: 22 March 2018

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2017.10.008

zbMATH Keywords

social networkTobit modelspatial autoregressive modelsieve maximum likelihood estimationnear-epoch dependenceTobit censoring

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (2)

QML and Efficient GMM Estimation of Spatial Autoregressive Models with Dominant (Popular) Units ⋮ SEMIPARAMETRIC ESTIMATION OF CENSORED SPATIAL AUTOREGRESSIVE MODELS

Uses Software

• Arc_Mat
• OpenCourseWare

Cites Work

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