Estimation of dynamic and ARCH Tobit models-Reference-Cited by-同舟云学术

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Estimation of dynamic and ARCH Tobit models

Published:1999-10 Issue:2 Volume:92 Page:355-390
ISSN:0304-4076
Container-title:Journal of Econometrics
language:en
Short-container-title:Journal of Econometrics

Author:

Lee Lung-fei

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference42 articles.

1. Regression analysis when the dependent variable is truncated normal;Amemiya;Econometrica,1973

2. Billio, M., Monfort, A., 1995. Switching state space models. Manuscript, CREST, Paris.

3. Generalized autoregressive conditional heteroskedasticity;Bollerslev;Journal of Econometrics,1986

4. A conditionally heteroskedastic time series model for speculative prices and rates of return;Bollerslev;Review of Economics and Statistics,1987

5. Quasi maximum likelihood estimation and inference in dynamic models with time varying covariances;Bollerslev;Econometric Reviews,1992

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1. On Bayesian modeling of censored data in JAGS;BMC Bioinformatics;2022-03-23

2. Dynamic Tobit models;Econometrics and Statistics;2021-09

3. Identification at the Zero Lower Bound;Econometrica;2021

4. Performance evaluation of the Bayesian and classical value at risk models with circuit breakers set up;International Journal of Computational Economics and Econometrics;2020

5. Copula‐based semiparametric analysis for time series data with detection limits;Canadian Journal of Statistics;2019-06-18

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