Semiparametric estimation of a bivariate Tobit model
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Publication:738087
DOI10.1016/j.jeconom.2011.07.005zbMath1441.62640OpenAlexW2071196188MaRDI QIDQ738087
Publication date: 15 August 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2011.07.005
Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Nonparametric estimation (62G05)
Related Items (6)
Extending the inference function for augmented margins method to implement trivariate Clayton copula-based SUR Tobit models ⋮ Maximum likelihood estimation for bivariate SUR Tobit modeling in presence of two right-censored dependent variables ⋮ Semiparametric estimation of Nelson–Olson simultaneous Tobit model ⋮ Two-step semiparametric estimation of the type-3 Tobit model ⋮ -Penalized Pairwise Difference Estimation for a High-Dimensional Censored Regression Model ⋮ Modified inference function for margins for the bivariate clayton copula-based SUN Tobit Model
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