Bounded-influence estimators for the tobit model
نویسندگان
چکیده
منابع مشابه
On the Asymptotic Normality of the Conditional Maximum Likelihood Estimators for the Truncated Regression Model and the Tobit Model
In this paper, we study the asymptotic normality of the conditional maximum likelihood (ML) estimators for the truncated regression model and the Tobit model. We show that under the general setting assumed in his book, the conjectures made by Hayashi (2000) 1 about the asymptotic normality of the conditional ML estimators for both models are true, namely, a sufficient condition is the nonsingul...
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ژورنال
عنوان ژورنال: Journal of Econometrics
سال: 1990
ISSN: 0304-4076
DOI: 10.1016/0304-4076(90)90075-5