Estimation of the SUR Tobit model via the MCECM algorithm.
type: Item
instance of: scholarly article
title: Estimation of the SUR Tobit model via the MCECM algorithm.
zbMATH Open document ID: 1049.62515
DOI: 10.1016/S0165-1765(99)00075-0
author: Ho-Chuan (River) Huang
published in: Economics Letters
publication date: 2000-01-12T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 1387298
zbMATH Keywords: SUR
zbMATH Keywords: Tobit
zbMATH Keywords: EM algorithm
zbMATH Keywords: Monte Carlo
MaRDI profile type: Publication
cites work: Analysis of multivariate probit models
cites work: Posterior simulation and Bayes factors in panel count data models
cites work: Q4139463
cites work: Q3949804
full work available at URL: s0165-1765(99)00075-0
OpenAlex ID: W2026540121
description: scientific article; zbMATH DE number 1387298