메뉴 건너뛰기




Volumn 19, Issue 1, 2001, Pages 55-62

Influence diagnostics and estimation algorithms for Powell's SCLS

Author keywords

Leverage; Newton algorithm; Tobit model

Indexed keywords


EID: 0040753028     PISSN: 07350015     EISSN: None     Source Type: Journal    
DOI: 10.1198/07350010152472616     Document Type: Article
Times cited : (10)

References (22)
  • 2
    • 0001995592 scopus 로고    scopus 로고
    • A three-step method for choosing the number of bootstrap repetitions
    • _ (2000), "A Three-Step Method for Choosing the Number of Bootstrap Repetitions," Econometrica, 68, 23-51.
    • (2000) Econometrica , vol.68 , pp. 23-51
  • 3
    • 0002368740 scopus 로고
    • Bivariate alternatives to the tobit model
    • Blundell, R., and Meghir, C. (1987), "Bivariate Alternatives to the Tobit Model," Journal of Econometrics, 34, 179-200.
    • (1987) Journal of Econometrics , vol.34 , pp. 179-200
    • Blundell, R.1    Meghir, C.2
  • 4
    • 0040628129 scopus 로고
    • Hájek inequalities, measures of leverage and the size of heteroskedasticity robust tests
    • Chesher, A. (1989), "Hájek Inequalities, Measures of Leverage and the Size of Heteroskedasticity Robust Tests," Econometrica, 55, 1217-1222.
    • (1989) Econometrica , vol.55 , pp. 1217-1222
    • Chesher, A.1
  • 5
    • 0001595294 scopus 로고
    • The finite-sample distribution of heteroskedasticity robust wald statistics
    • Chesher, A., and Austin, G. (1991), "The Finite-Sample Distribution of Heteroskedasticity Robust Wald Statistics," Journal of Econometrics, 47, 153-173.
    • (1991) Journal of Econometrics , vol.47 , pp. 153-173
    • Chesher, A.1    Austin, G.2
  • 6
    • 0000451048 scopus 로고
    • The bias of a heteroskedasticity consistent covariance matrix estimator
    • Chesher, A., and Jewitt, I. (1987), "The Bias of a Heteroskedasticity Consistent Covariance Matrix Estimator," Econometrica, 55, 1217-1222.
    • (1987) Econometrica , vol.55 , pp. 1217-1222
    • Chesher, A.1    Jewitt, I.2
  • 7
    • 84974198920 scopus 로고
    • Symmetry, regression design, and sampling distributions
    • Chesher, A., and Peters, S. (1994), "Symmetry, Regression Design, and Sampling Distributions," Econometric Theory, 10, 116-129.
    • (1994) Econometric Theory , vol.10 , pp. 116-129
    • Chesher, A.1    Peters, S.2
  • 12
    • 84983860327 scopus 로고
    • A semiparametric estimation of simultaneous equations with limited dependent variables: A case study of female labour supply
    • Lee, M.-J. (1995), "A Semiparametric Estimation of Simultaneous Equations With Limited Dependent Variables: A Case Study of Female Labour Supply," Journal of Applied Econometrics, 10, 187-200.
    • (1995) Journal of Applied Econometrics , vol.10 , pp. 187-200
    • Lee, M.-J.1
  • 14
    • 0000921289 scopus 로고
    • Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties
    • MacKinnon, J. G., and White, H. (1985), "Some Heteroskedasticity-Consistent Covariance Matrix Estimators With Improved Finite Sample Properties," Journal of Econometrics, 29, 305-325.
    • (1985) Journal of Econometrics , vol.29 , pp. 305-325
    • MacKinnon, J.G.1    White, H.2
  • 16
    • 28244448194 scopus 로고
    • Specification tests for distributional assumptions in the tobit model
    • Newey, W. K. (1987), "Specification Tests for Distributional Assumptions in the Tobit Model," Journal of Econometrics, 34, 125-145.
    • (1987) Journal of Econometrics , vol.34 , pp. 125-145
    • Newey, W.K.1
  • 17
    • 0002641458 scopus 로고
    • Symmetrically trimmed least squares estimation for tobit models
    • Powell, J. L. (1986), "Symmetrically Trimmed Least Squares Estimation for Tobit Models," Econometrica, 54, 1235-1460.
    • (1986) Econometrica , vol.54 , pp. 1235-1460
    • Powell, J.L.1
  • 18
    • 34250369101 scopus 로고    scopus 로고
    • Estimation of semiparametric models
    • eds. R. F. Engle and D. L. McFadden, New York: Elsevier Science
    • _ (1994), "Estimation of Semiparametric Models," in Handbook of Econometrics (vol. IV), eds. R. F. Engle and D. L. McFadden, New York: Elsevier Science.
    • Handbook of Econometrics , vol.4
  • 19
    • 0000350475 scopus 로고
    • Logistic regression diagnostics
    • Pregibon, D. (1981), "Logistic Regression Diagnostics," The Annals of Statistics, 9, 705-724.
    • (1981) The Annals of Statistics , vol.9 , pp. 705-724
    • Pregibon, D.1
  • 21
    • 0000175291 scopus 로고
    • Estimation of relationships for limited dependent variables
    • Tobin, J. (1958), "Estimation of Relationships for Limited Dependent Variables," Econometrica, 26, 24-36.
    • (1958) Econometrica , vol.26 , pp. 24-36
    • Tobin, J.1
  • 22
    • 0000095552 scopus 로고
    • A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity
    • White, H. (1980), "A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity," Econometrica, 48, 817-838.
    • (1980) Econometrica , vol.48 , pp. 817-838
    • White, H.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.