메뉴 건너뛰기




Volumn 64, Issue 1, 1999, Pages 25-30

Estimation of the SUR Tobit model via the MCECM algorithm

Author keywords

C15; C34; EM algorithm; Monte Carlo; SUR; Tobit

Indexed keywords


EID: 0033416124     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0165-1765(99)00075-0     Document Type: Article
Times cited : (20)

References (10)
  • 1
    • 0000911137 scopus 로고    scopus 로고
    • Bayesian analysis of the multivariate probit model
    • Chib S., Greenberg E. Bayesian analysis of the multivariate probit model. Biometrika. 85:1998;347-361.
    • (1998) Biometrika , vol.85 , pp. 347-361
    • Chib, S.1    Greenberg, E.2
  • 2
    • 0002609888 scopus 로고    scopus 로고
    • Posterior simulation and Bayes factors in panel count data models
    • Chib S., Greenberg E., Winkelmann R. Posterior simulation and Bayes factors in panel count data models. Journal of Econometrics. 86:1998;33-54.
    • (1998) Journal of Econometrics , vol.86 , pp. 33-54
    • Chib, S.1    Greenberg, E.2    Winkelmann, R.3
  • 8
    • 0002744905 scopus 로고
    • Distribution of incomes of corporations among dividends, retained earnings, and taxes
    • Lintner J. Distribution of incomes of corporations among dividends, retained earnings, and taxes. American Economic Review. 46:1956;97-113.
    • (1956) American Economic Review , vol.46 , pp. 97-113
    • Lintner, J.1
  • 9
    • 0001044972 scopus 로고
    • Finding the observed information matrix using the EM algorithm
    • Louis T.A. Finding the observed information matrix using the EM algorithm. Journal of the Royal Statistical Society, B. 44:1982;226-233.
    • (1982) Journal of the Royal Statistical Society, B , vol.44 , pp. 226-233
    • Louis, T.A.1
  • 10
    • 84950432017 scopus 로고
    • A Monte Carlo implementation of the EM algorithm and the Poor Man's data augmentation algorithms
    • Wei G.C.G., Tanner M.A. A Monte Carlo implementation of the EM algorithm and the Poor Man's data augmentation algorithms. Journal of the American Statistical Association. 85:1990;699-704.
    • (1990) Journal of the American Statistical Association , vol.85 , pp. 699-704
    • Wei, G.C.G.1    Tanner, M.A.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.