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  • Search: subject:"Censored Variables"
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Year of publication
Subject
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Censored variables 7 Multivariate methods 6 Random censoring 6 Schätztheorie 6 censored variables 5 generalised likelihood 5 Likelihood 4 Limited dependent variables 4 M-estimation 4 Theorie 4 Estimation theory 3 multivariate methods 3 random censoring 3 Linear expenditure system 2 Multivariate censored variables 2 Non-negativity constraints 2 Nonlinear simultaneous equations 2 Regressionsanalyse 2 Simulated likelihood 2 Tobit-Modell 2 Africa 1 Afrika 1 Börsenkurs 1 Censored Variables 1 Cointegration 1 Colombia 1 Contagion effect 1 Derivat 1 Derivative 1 Devisenmarkt 1 Endogenous switching 1 Estimation 1 Exchange rate 1 Exchange rate models 1 Foreign exchange market 1 Kointegration 1 Labor force participation 1 Livestock Production/Industries 1 Price Limits 1 Regression analysis 1
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Online availability
All
Free 10 Undetermined 3
Type of publication
All
Book / Working Paper 9 Article 6
Type of publication (narrower categories)
All
Working Paper 4 Article in journal 2 Aufsatz in Zeitschrift 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
All
English 10 Undetermined 5
Author
All
Schnedler, Wendelin 9 Kao, Chihwa 2 Lee, Lung-fei 2 Pitt, Mark M. 2 Bahri, Dhikra 1 Cornick, Jorge 1 Cox, Thomas L. 1 Errais, Eymen 1 Grabowski, Wojciech 1 Mora, J.J. 1 Welfe, Aleksander 1
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Institution
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Alfred-Weber-Institut für Wirtschaftswissenschaften, Fakultät für Wirtschafts- und Sozialwissenschaften 1 Centre for Market and Public Organisation (CMPO), University of Bristol 1 China Economics and Management Academy, Central University of Finance and Economics (CUFE) 1 Institute for the Study of Labor (IZA) 1 University of Bonn, Germany 1
Published in...
All
Bonn Econ Discussion Papers 2 IZA Discussion Papers 2 Annals of Economics and Finance 1 Annals of economics and finance 1 Applied Econometrics and International Development 1 CEMA Working Papers 1 Discussion Paper Series 1 Discussion paper series / University of Heidelberg, Department of Economics 1 Econometric Reviews 1 Economic modelling 1 Journal of Agricultural Economics Research 1 The Centre for Market and Public Organisation 1 Working Papers / Alfred-Weber-Institut für Wirtschaftswissenschaften, Fakultät für Wirtschafts- und Sozialwissenschaften 1
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Source
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RePEc 9 ECONIS (ZBW) 3 EconStor 3
Showing 1 - 10 of 15
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The Tobit cointegrated vector autoregressive model : an application to the currency market
Grabowski, Wojciech; Welfe, Aleksander - In: Economic modelling 89 (2020), pp. 88-100
Persistent link: https://www.econbiz.de/10012425926
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Is standard deviation a good measure of volatility? : the case of African markets with price limits
Errais, Eymen; Bahri, Dhikra - In: Annals of economics and finance 17 (2016) 1, pp. 147-167
Persistent link: https://www.econbiz.de/10011539105
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Gender differences between remittances and labor participation in developing countries: A cross-section analysis of Colombia in year 2008
Mora, J.J. - In: Applied Econometrics and International Development 13 (2013) 1, pp. 99-112
This article discusses the effects of remittances on labor force participation. Remittances reduce the probability of participation in the labor market because they increase the relative price of leisure. Using data from the national household survey held in Colombia in 2008, we found that...
Persistent link: https://www.econbiz.de/10010674806
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Likelihood Estimation for Censored Random Vectors
Schnedler, Wendelin - 2005
This article shows how to construct a likelihood for a general class of censoring problems. This likelihood is proven to be valid, i.e. its maximiser is consistent and the respective root-n estimator is asymptotically efficient and normally distributed under regularity conditions. The method...
Persistent link: https://www.econbiz.de/10011422120
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Likelihood Estimation for Censored Random Vectors
Schnedler, Wendelin - Alfred-Weber-Institut für Wirtschaftswissenschaften, … - 2005
This article shows how to construct a likelihood for a general class of censoring problems. This likelihood is proven to be valid, i.e. its maximiser is consistent and the respective root-n estimator is asymptotically efficient and normally distributed under regularity conditions. The method...
Persistent link: https://www.econbiz.de/10005150950
Saved in:
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Likelihood estimation for censored random vectors
Schnedler, Wendelin - 2005
This article shows how to construct a likelihood for a general class of censoring problems. This likelihood is proven to be valid, i.e. its maximiser is consistent and the respective root-n estimator is asymptotically efficient and normally distributed under regularity conditions. The method...
Persistent link: https://www.econbiz.de/10003245917
Saved in:
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What You Always Wanted to Know About Censoring But Never Dared to Ask - Parameter Estimation for Censored Random Vectors
Schnedler, Wendelin - 2003
This article considers a wide class of censoring problems and presents a construction rule for an objective function. This objective function generalises the ordinary likelihood as well as particular ?likelihoods? used for estimation in several censoring models. Under regularity conditions the...
Persistent link: https://www.econbiz.de/10010261568
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What you always wanted to know about censoring but never dared to ask
Schnedler, Wendelin - 2003
This article considers a wide class of censoring problems and presents a construction rule for an objective function. This objective function generalises the ordinary likelihood as well as particular "likelihoods" used for estimation in several censoring models. Under regularity conditions the...
Persistent link: https://www.econbiz.de/10010263087
Saved in:
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What you always wanted to know about censoring but never dared to ask
Schnedler, Wendelin - University of Bonn, Germany - 2003
This article considers a wide class of censoring problems and presents a construction rule for an objective function. This objective function generalises the ordinary likelihood as well as particular "likelihoods" used for estimation in several censoring models. Under regularity conditions the...
Persistent link: https://www.econbiz.de/10004989610
Saved in:
Cover Image
What you always wanted to know about censoring but never dared to ask
Schnedler, Wendelin - Centre for Market and Public Organisation (CMPO), … - 2003
This article considers a wide class of censoring problems and presents a construction rule for an objective function. This objective function generalises the orginary likelihood as well as particular "likelihoods" used for estimation in several censoring models. Under regularity conditions the...
Persistent link: https://www.econbiz.de/10005135238
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