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Tobit model
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covariance estimators
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hessian matrix
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maximum likelihood
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Calzolari, Giorgio
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Fiorentini, Gabriele
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Estimating variances and covariances in a censored regression model
Calzolari, Giorgio
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Fiorentini, Gabriele
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Volkswirtschaftliche Fakultät, …
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1993
if not necessarily, associated with the algorithm employed to maximize the likelihood.
Covariance
estimators
used in …
Persistent link: https://www.econbiz.de/10008468139
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