Estimation of a Tobit model with unknown censoring threshold

Applied Economics

Volumn 35, Issue 10, 2003, Pages 1163-1169

  Zuehlke, Thomas W ^a  

^a FLORIDA STATE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ESTIMATION METHOD; MAXIMUM LIKELIHOOD ANALYSIS;

EID: 0042847348     PISSN: 00036846     EISSN: None     Source Type: Journal    
DOI: 10.1080/0003684032000081339     Document Type: Article

References (8)

1. Amemiya, T. (1985) Advanced Econometrics, Harvard University Press, Cambridge.
2. Forsythe, G. E., Malcolm, M. A. and Moler, C. B. (1977) Computer Methods for Mathematical Computations, Prentice-Hall, Englewood Cliffs, New Jersey.
3. Greene, W. H. (2000) Econometric Analysis, Fourth Edition, Prentice-Hall, Englewood Cliffs, New Jersey.
4. Heckman, J. J. (1976) The common structure of statistical models of truncation, sample selection, and limited dependent variables and a simple estimator for such models, Annals of Economic and Social Measurement, 5 (Fall), 475-92.
5. Hendry, D. F. (1984) Monte Carlo experimentation in econometrics, in Handbook of Econometrics 2, (Eds) Z. Griliches and M. D. Intriligator, Elsevier Science Publishers, Amsterdam, pp. 937-76.
6. Lee, L.-F. (1976) Estimation of limited dependent variable models by two-stage methods, Doctoral Dissertation, University of Rochester.
7. Maddala, G. S. (1983) Limited-Dependent and Qualitative Variables in Econometrics, Cambridge University Press, Cambridge.
8. Nelson, F. D. (1984) Efficiency of the two-step estimator for models with endogenous sample selection, Journal of Econometrics, 24 (January/February), 181-96.