Alternative covariance estimators of the standard Tobit model
Year of publication: |
1993
|
---|---|
Authors: | Calzolari, Giorgio |
Other Persons: | Fiorentini, Gabriele (contributor) |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 42.1993, 1, p. 5-13
|
Subject: | Schätztheorie | Estimation theory | Theorie | Theory |
-
Interpolation and backdating with a large information set
Angelini, Elena, (2003)
-
Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio, (2004)
-
Interpolation and backdating with a large information set
Angelini, Elena, (2003)
- More ...
-
Conditional heteroskedasticity in nonlinear simultaneous equations
Calzolari, Giorgio, (1994)
-
A Tobit model with GARCH errors
Calzolari, Giorgio, (1997)
-
Sentana, Enrique, (2008)
- More ...