Small sample performance of parameter estimators for tobit modesl with serial correlation*

Author:

Dagenais Marcel G.

Publisher

Informa UK Limited

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Modelling and Simulation,Statistics and Probability

Reference13 articles.

1. A Maximum Likelihood Procedure for Regression with Autocorrelated Errors

2. Bussiére and Luc. Le modéle Tobit avec processus autorégressif d'ordre 1. M. Sc. thesis presented at the Department of Economics, Université de Montréal.

3. The Tobit model with serial correlation

Cited by 4 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. On estimation for censored autoregressive data;Statistics & Probability Letters;1996-12

2. The performance of alternative estimators for the probit model with first-order serial correlation1;Journal of Statistical Computation and Simulation;1995-02

3. Environmental monitoring, assessment and prediction of change;Environmetrics;1993-12

4. Comment on Zeger and Brookmeyer;Journal of the American Statistical Association;1991-03

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