The Tobit model with a non‐zero threshold

DOI10.1111/j.1368-423X.2007.00218.xzbMath1126.62116OpenAlexW3121529399MaRDI QIDQ5433620

Yixiao Sun, Richard T. Carson

Publication date: 9 January 2008

Published in: The Econometrics Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1368-423x.2007.00218.x

zbMATH Keywords

order statisticsexponential distributionmaximum likelihoodkernel density estimatesthreshold determination

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Parametric hypothesis testing (62F03) Censored data models (62N01) Monte Carlo methods (65C05)

Related Items (6)

On a tobit–Birnbaum–Saunders model with an application to medical data ⋮ Unscented Tobit Kalman filtering for switched nonlinear systems with censored measurement ⋮ A bent line Tobit regression model with application to household financial assets ⋮ Variable step size predictor design for a class of linear discrete-time censored system ⋮ Tobit Kalman filtering for fractional‐order systems with stochastic nonlinearities under Round‐Robin protocol ⋮ Finite-time control in probability for time-varying systems with measurement censoring

Cites Work

• Estimation of Relationships for Limited Dependent Variables
• Censored regression models with unobserved, stochastic censoring thresholds
• Theory of statistics
• Microeconometrics
• Unnamed Item

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