On the Asymptotic Properties of Estimators of Models Containing Limited Dependent Variables

DOI10.2307/1912527zbMath0524.62117OpenAlexW1965068648MaRDI QIDQ3036561

Publication date: 1982

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1912527

zbMATH Keywords

asymptotic normality serial correlation strong consistency Tobit model limiting covariance matrix limited dependent variables log-likelihood stationary point

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20)

Related Items (22)

Kernel estimation of hazard functions when observations have dependent and common covariates ⋮ Generalised residuals ⋮ Semiparametric estimation from time series with long-range dependence ⋮ On estimation for censored autoregressive data ⋮ A smooth likelihood simulator for dynamic disequilibrium models ⋮ Quasi-Likelihood Estimation of a Censored Autoregressive Model With Exogenous Variables ⋮ Asymptotic properties of a quast-maximum likelihood estimator in truncated regression model with serial correlation ⋮ Semiparametric models and inference for the effect of a treatment when the outcome is nonnegative with clumping at zero ⋮ Estimation of disequilibrium and limited dependent variable models with serially dependent residuals ⋮ Partial maximum likelihood estimation of spatial probit models ⋮ Modeling zero response data from willingness to pay surveys: a semi-parametric estimation. ⋮ Small sample performance of parameter estimators for tobit modesl with serial correlation^* ⋮ DYNAMIC TIME SERIES BINARY CHOICE ⋮ DYNAMIC FACTOR MODELS ⋮ A STUDY OF A SEMIPARAMETRIC BINARY CHOICE MODEL WITH INTEGRATED COVARIATES ⋮ Tobit models: A survey ⋮ Convenient estimators for the panel probit model ⋮ The Sample Selection Model from a Method of Moments Perspective ⋮ Least absolute deviations estimation for the censored regression model ⋮ Approximate maximum likelihood for complex structural models ⋮ Estimation of spatial sample selection models: a partial maximum likelihood approach ⋮ A test for bivariate normality with applications in microeconometric models

This page was built for publication: On the Asymptotic Properties of Estimators of Models Containing Limited Dependent Variables