Estimation in a Class of Simultaneous Equation Limited Dependent Variable Models

DOI10.2307/2297748zbMath0658.62137OpenAlexW2010323146MaRDI QIDQ3806652

Richard Blundell, Richard J. Smith

Publication date: 1989

Published in: The Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2297748

zbMATH Keywords

asymptotic relative efficiencyunimodalityMonte-Carlotwo-step algorithmconditional maximum likelihood estimatorsminimum chi-squared estimation proceduresminimum chi-squared methodsimultaneous equation limited dependent variable modelssimultaneous equation tobit likelihood functionsimultaneous equation tobit model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Linear inference, regression (62J99)

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