Search Results - subject:"truncated regression"

What you always wanted to know about censoring but never dared to ask : parameter estimation for censored random vectors

Schnedler, Wendelin (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001776095

Modelling aid allocation : issues, approaches and results

McGillivray, Mark (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001786347

Modified maximum likelihood of Tobit models with fixed effects: theory and application to earnings equations

Jiménez Zambrano, Gabriel - 2003

Persistent link: https://www.econbiz.de/10001746806

What you always wanted to know about censoring but never dared to ask

Schnedler, Wendelin (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001970313

A dynamic integer count data model for financial transaction prices

Liesenfeld, Roman (contributor); … - 2003

In this paper we develop a dynamic model for integer counts to capture the dis- creteness of price changes for financial transaction prices. Our model rests on an autoregressive multinomial component for the direction of the price change and a dynamic count data component for the size of the...

Persistent link: https://www.econbiz.de/10002527884

Efficient semiparametric estimation of censored and truncated regression via a smoothed self-consistency equation

Cosslett, Stephen R. (contributor) - 2003 - Rev

analogous results for the case of random censoring and for truncated regression. Simulation results are also presented …, which includes binary choice, tobit, truncated regression, the two-equation censored regression model, and endogenously … of truncated regression. Appendix B gives the results of a small simulation study to investigate how closely the …

Persistent link: https://www.econbiz.de/10003113902

Modeling a share or proportion with logit or tobit : the effect of outcommuting on retail sales leakages

Burkey, Jake (contributor); Harris, Thomas R. (contributor) - In: The review of regional studies : a joint publ. of the … 33 (2003) 3, pp. 328-342

Persistent link: https://www.econbiz.de/10003036010

Consistent standard errors in panel tobit with autocorrelation

Bernard, Andrew B. (contributor); … - 2003 - This version: August 2003

This paper derives consistent standard errors for a panel Tobit model in the presence of correlated errors. The problem is framed in the context of Newey and West (1987), considering the Tobit model as a special case of a GMM estimator.

Persistent link: https://www.econbiz.de/10003754864

Estimation of Limited-Dependent Variable Models with Dummy Endogenous Regressors : Simple Strategies for Empirical Practice

Angrist, Joshua D. - 2003

Applied economists have long struggled with the question of how to accommodate binary endogenous regressors in models with binary and non-negative outcomes. I argue here that much of the difficulty with limited-dependent variables comes from a focus on structural parameters, such as index...

Persistent link: https://www.econbiz.de/10014150199

Option or Obligation? The Determinants of Labour Supply Preferences in Britain

Böheim, René; Taylor, Mark P. - 2003

We examine persistence in work hour constraints using subjective data from the British Household Panel Survey, and investigate the role of job and employer changes in alleviating these constraints. Evidence suggests that 40 per cent of employees prefer to work a different number of hours at...

Persistent link: https://www.econbiz.de/10014080180