Stationarity and mixing properties of the dynamic Tobit model

DOI10.1016/j.econlet.2009.12.039zbMath1188.62364OpenAlexW2035270155MaRDI QIDQ974181

Jinyong Hahn, Guido M. Kuersteiner

Publication date: 27 May 2010

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2009.12.039

zbMATH Keywords

mixingstationaritydynamic Tobit model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Non-Markovian processes: estimation (62M09)

Related Items (4)

Learning rate of distribution regression with dependent samples ⋮ Mixing properties of the dynamic Tobit model with mixing errors ⋮ Bayesian analysis of quantile regression for censored dynamic panel data ⋮ BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS

Cites Work

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• Estimation of Relationships for Limited Dependent Variables
• Mixing properties of harris chains and autoregressive processes
• Basic structure of the asymptotic theory in dynamic nonlinear econometric models
• On the Strong Mixing Property for Linear Sequences
• Foundations of Modern Probability
• Consistent Estimates Based on Partially Consistent Observations

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