Maximum likelihood estimation of a spatial autoregressive Tobit model

DOI10.1016/j.jeconom.2015.05.004zbMath1337.62166OpenAlexW1548742682MaRDI QIDQ70138

Lung-Fei Lee, Xingbai Xu, Lung-fei Lee, Xingbai Xu

Publication date: September 2015

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2015.05.004

zbMATH Keywords

maximum likelihoodcensored dataTobit modelspatial autoregressive modelnear-epoch dependence

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Inference from spatial processes (62M30) Linear regression; mixed models (62J05) Non-Markovian processes: estimation (62M09)

Related Items (13)

Determinants of firm-level domestic sales and exports with spillovers: evidence from China ⋮ Quantile regression for varying coefficient spatial error models ⋮ Identifying latent group structures in spatial dynamic panels ⋮ QML and Efficient GMM Estimation of Spatial Autoregressive Models with Dominant (Popular) Units ⋮ Sieve maximum likelihood estimation of the spatial autoregressive Tobit model ⋮ CDatanet ⋮ A likelihood ratio test for spatial model selection ⋮ LARGE SAMPLE PROPERTIES OF BAYESIAN ESTIMATION OF SPATIAL ECONOMETRIC MODELS ⋮ SEMIPARAMETRIC ESTIMATION OF CENSORED SPATIAL AUTOREGRESSIVE MODELS ⋮ Consistency without compactness of the parameter space in spatial econometrics ⋮ Partial ML estimation for spatial autoregressive nonlinear probit models with autoregressive disturbances ⋮ Spatial econometrics for misaligned data ⋮ Estimation of spatial sample selection models: a partial maximum likelihood approach

Uses Software

• Arc_Mat

Cites Work

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