Asymptotic properties of a quast-maximum likelihood estimator in truncated regression model with serial correlation

DOI10.1080/07474939208800234zbMath0760.62028OpenAlexW1968274570MaRDI QIDQ4031297

Sunil K. Sapra

Publication date: 1 April 1993

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474939208800234

zbMATH Keywords

asymptotic normalityserial correlationquasi-maximum likelihood estimatorstrong consistencyTobit modelindependent errorslimited dependent variable modelslimiting covariance matrixtruncated regression model

Mathematics Subject Classification ID

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

Cites Work

• Analysis of time series from mixed distributions
• On the Asymptotic Properties of Estimators of Models Containing Limited Dependent Variables
• Multiperiod Probit Models and Orthogonality Condition Estimation
• Asymptotic Properties of Non-Linear Least Squares Estimators
• On the uniqueness of the maximum likelihood estimator in truncated regression models

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