A bayesian approach to dynamic tobit models

DOI10.1080/07474939908800353zbMath0938.62026OpenAlexW2086167149MaRDI QIDQ4935454

Steven X. Wei

Publication date: 13 June 2000

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

Full work available at URL: https://doi.org/10.1080/07474939908800353

zbMATH Keywords

Gibbs samplerdata augmentationdynamic Tobit model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Bayesian inference (62F15) Monte Carlo methods (65C05)

Related Items (1)

Forecasting with a panel Tobit model

Cites Work

• Estimation of Relationships for Limited Dependent Variables
• Tobit models: A survey
• Bayes inference in the Tobit censored regression model
• Simulation of multivariate normal rectangle probabilities and their derivatives. Theoretical and computational results
• Sampling-Based Approaches to Calculating Marginal Densities
• The Calculation of Posterior Distributions by Data Augmentation
• Regression Analsis with Censored Autocorrelated Data
• Probit with Dependent Observations

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