Alternative covariance estimators of the standard Tobit model
type: Item
instance of: scholarly article
title: Alternative covariance estimators of the standard Tobit model
zbMATH Open document ID: 0800.62770
DOI: 10.1016/0165-1765(93)90166-A
author: Giorgio Calzolari
author: Gabriele Fiorentini
published in: Economics Letters
publication date: 1994-01-13T00:00:00Z
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 484408
MaRDI profile type: Publication
cites work: Tobit models: A survey
cites work: A Note on the Computation of the Tobit Estimator
cites work: Pseudo Maximum Likelihood Methods: Theory
cites work: A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
cites work: Maximum Likelihood Estimation of Misspecified Models
full work available at URL: 0165-1765(93)90166-a
OpenAlex ID: W2066091359
description: scientific article; zbMATH DE number 484408