On the Asymptotic Bias of the Ordinary Least Squares Estimator of the Tobit Model

DOI10.2307/1913323zbMath0451.62054OpenAlexW2082131211WikidataQ56554872 ScholiaQ56554872MaRDI QIDQ3897874

William H. Greene

Publication date: 1981

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1913323

zbMATH Keywords

asymptotic biasbias correctionordinary least squares estimatorTobit model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05)

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