Estimation of the SUR Tobit model via the MCECM algorithm.
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Publication:1960345
DOI10.1016/S0165-1765(99)00075-0zbMath1049.62515OpenAlexW2026540121MaRDI QIDQ1960345
Publication date: 12 January 2000
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0165-1765(99)00075-0
Applications of statistics to economics (62P20) Applications of statistics to actuarial sciences and financial mathematics (62P05)
Related Items (5)
Estimation methods for multivariate Tobit confirmatory factor analysis ⋮ Extending the inference function for augmented margins method to implement trivariate Clayton copula-based SUR Tobit models ⋮ Maximum likelihood estimation for bivariate SUR Tobit modeling in presence of two right-censored dependent variables ⋮ Modified inference function for margins for the bivariate clayton copula-based SUN Tobit Model ⋮ The Monte Carlo EM method for estimating multivariate tobit latent variable models
Cites Work
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