Estimation of limited dependent variable models by ordinary least squares and the method of moments
type: Item
instance of: scholarly article
title: Estimation of limited dependent variable models by ordinary least squares and the method of moments
zbMATH Open document ID: 0509.62104
DOI: 10.1016/0304-4076(83)90013-1
author: William Greene
published in: Journal of Econometrics
publication date: 1983-01-01T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 3804735
zbMATH Keywords: estimation of limited dependent variable models
zbMATH Keywords: method of moments
zbMATH Keywords: ordinary least squares
zbMATH Keywords: tobit
zbMATH Keywords: probit
zbMATH Keywords: two-limit probit
zbMATH Keywords: asymptotic covariance matrices
zbMATH Keywords: truncated regression
zbMATH Keywords: maximum likelihood estimator
MaRDI profile type: Publication
full work available at URL: 0304-4076(83)90013-1
OpenAlex ID: W2031803719
cites work: Q3255781
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cites work: On the Asymptotic Bias of the Ordinary Least Squares Estimator of the Tobit Model
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cites work: Using Least Squares to Approximate Unknown Regression Functions
cites work: A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
description: scientific article; zbMATH DE number 3804735