Mixing properties of the dynamic Tobit model with mixing errors

DOI10.1016/J.ECONLET.2017.11.008zbMath1402.62206OpenAlexW2768725674MaRDI QIDQ1787245

Robert M. de Jong, Jon Michel

Publication date: 5 October 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2017.11.008

zbMATH Keywords

mixingdynamic Tobit model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (1)

A model for level induced conditional heteroskedasticity

Cites Work

• Unnamed Item
• Stationarity and mixing properties of the dynamic Tobit model
• Stationarity and geometric ergodicity of a class of nonlinear ARCH models
• BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS
• DYNAMIC TIME SERIES BINARY CHOICE
• Dynamic Censored Regression and the Open Market Desk Reaction Function

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