Mixing properties of the dynamic Tobit model with mixing errors
type: Item
instance of: scholarly article
title: Mixing properties of the dynamic Tobit model with mixing errors
zbMATH Open document ID: 1402.62206
author: Jon Michel
author: Robert de Jong
published in: Economics Letters
publication date: 2018-10-05T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6947394
zbMATH Keywords: dynamic Tobit model
zbMATH Keywords: mixing
MaRDI profile type: Publication
full work available at URL: j.econlet.2017.11.008
OpenAlex ID: W2768725674
cites work: Dynamic Censored Regression and the Open Market Desk Reaction Function
cites work: DYNAMIC TIME SERIES BINARY CHOICE
cites work: Stationarity and mixing properties of the dynamic Tobit model
cites work: BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS
cites work: Q4255425
cites work: Stationarity and geometric ergodicity of a class of nonlinear ARCH models
DOI: 10.1016/J.ECONLET.2017.11.008
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description: scientific article; zbMATH DE number 6947394