Results 111 to 120 of about 45,100 (158)
Some of the next articles are maybe not open access.
Heteroskedasticity in the Tobit model
Statistical Papers, 1989The paper deals with parameter estimation and the testing of individual parameters in heteroskedastic Tobit models.
Kurt Brännäs, Thomas Laitila
openaire +1 more source
A bayesian approach to dynamic tobit models [PDF]
Econometric Reviews, 1999 This paper develops a posterior simulation method for a dynamic Tobit model. The major obstacle rooted in such a problem lies in high dimensional integrals, induced by dependence among censored observations, in the likelihood function. The primary contribution of this study is to develop a practical and efficient sampling scheme for the conditional ...
openaire +1 more source
Journal of Econometrics, 1984
Tobit models are probit models of regression used by J. Tobin in econometrics, where the range of the dependent variable is constrained in some way. A classification is made into five basic types of these models from a wide variety of applications. These five types depend on the form of the likelihood function as the criterion of classification.
openaire +1 more source
Tobit models are probit models of regression used by J. Tobin in econometrics, where the range of the dependent variable is constrained in some way. A classification is made into five basic types of these models from a wide variety of applications. These five types depend on the form of the likelihood function as the criterion of classification.
openaire +1 more source
The Tobit Model with a Non-zero Threshold
SSRN Electronic Journal, 2005Summary: The standard Tobit maximum likelihood estimator under zero censoring thresholds produces inconsistent parameter estimates, when the constant censoring threshold \(\gamma \) is non-zero and unknown. Unfortunately, the recording of a zero rather than the actual censoring threshold value is typical of economic data.
Carson, Richard T., Sun, Yixiao
openaire +2 more sources
A generalized additive Tobit model
Empirical Economics, 2003This paper proposes a semi-parametric approach to estimation in Tobit models. A generalized additive Tobit model of residential local long distance (intra-LATA) telephone demand is estimated on a cross-section of residential telephone consumers across twenty-eight states. While past studies of telecommunications demand have used fully parametric models,
openaire +1 more source
A Generalized Logistic Tobit Model
1991This paper proposes the use of a generalisation of the Logistic distribution, the Burr Type II distribution, as the error structure in a Type I (Standard) Tobit model. The use of the Burr II is motivated through both an heterogeneity argument and by noticing the need for potentially non-symmetric distributions in Tobit models.
Fry, Tim R. L., Fry, Tim R. L.
openaire +1 more source
Tobit Models in Social Science Research
Sociological Methods & Research, 2003The use of tobit models to study censored and limited dependent variables has become increasingly common in applied social science research over the past two decades. Importantly, the likelihood function for a tobit model involves two distinct components: (1) the process that determines whether the outcome variable is fully observed or not and (2) the
Douglas A. Smith, Robert Brame
openaire +1 more source
A Scriptural Model for the Song of Tobit (Tobit 13.1–18)
Journal for the Study of the Pseudepigrapha, 2017The aim of this study is to look afresh at the scriptural sources underlying the Song of Tobit in Tobit 13 and to suggest a scriptural model for the authorial/editorial shaping of this Song in terms of the Kingship of YHWH Psalms in the Psalter. The study proceeds with an investigation of the group of psalms commonly designated Kingship of YHWH Psalms,
openaire +1 more source
Bivariate alternatives to the Tobit model
Journal of Econometrics, 1987This paper discusses some generalizations of the tobit model that allow for distinct processes determining the censoring rule and the continuous observations. The effect of different behavioural assumptions on the econometric model are examined and the alternatives are contrasted. The paper concentrates on diagnostic tests for misspecification that are
Blundell, Richard, Meghir, Costas
openaire +1 more source
Alternative covariance estimators of the standard Tobit model
Economics Letters, 1993Abstract A number of alternative estimators for the coefficients of a Tobit model have been proposed in the literature. The covariance matrix of ML estimates is typically associated with the algorithm applied to maximize the likelihood. Covariance estimators used in practice are derived by: (1) the Hessian (observed information), (2) the matrix of ...
CALZOLARI, GIORGIO, FIORENTINI, GABRIELE
openaire +3 more sources