IDEAS home Printed from https://ideas.repec.org/a/eee/ecolet/v64y1999i1p25-30.html
   My bibliography  Save this article

Estimation of the SUR Tobit model via the MCECM algorithm

Author

Listed:
  • Huang, Ho-Chuan (River)

Abstract

No abstract is available for this item.

Suggested Citation

  • Huang, Ho-Chuan (River), 1999. "Estimation of the SUR Tobit model via the MCECM algorithm," Economics Letters, Elsevier, vol. 64(1), pages 25-30, July.
    • Handle: RePEc:eee:ecolet:v:64:y:1999:i:1:p:25-30
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0165-1765(99)00075-0
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Chib, Siddhartha & Greenberg, Edward & Winkelmann, Rainer, 1998. "Posterior simulation and Bayes factors in panel count data models," Journal of Econometrics, Elsevier, vol. 86(1), pages 33-54, June.
    2. Jorge Cornick & Thomas L. Cox & Brian W. Gould, 1994. "Fluid Milk Purchases: A Multivariate Tobit Analysis," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 76(1), pages 74-82.
    3. Ho-Chuan Huang, 2001. "Bayesian analysis of the SUR Tobit model," Applied Economics Letters, Taylor & Francis Journals, vol. 8(9), pages 617-622.
    4. Huang, Cliff J & Sloan, Frank A & Adamache, Killard W, 1987. "Estimation of Seemingly Unrelated Tobit Regressions via the EM Algorithm," Journal of Business & Economic Statistics, American Statistical Association, vol. 5(3), pages 425-430, July.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Brown, Sarah & Harris, Mark N. & Taylor, Karl, 2012. "Modelling charitable donations to an unexpected natural disaster: Evidence from the U.S. Panel Study of Income Dynamics," Journal of Economic Behavior & Organization, Elsevier, vol. 84(1), pages 97-110.
    2. Colson, Gregory & Huffman, Wallace E. & Rousu, Matthew C., 2011. "Improving the Nutrient Content of Food through Genetic Modification: Evidence from Experimental Auctions on Consumer Acceptance," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 36(2), pages 1-22, August.
    3. Seung-Hoon Yoo, 2005. "Analysing household bottled water and water purifier expenditures: simultaneous equation bivariate Tobit model," Applied Economics Letters, Taylor & Francis Journals, vol. 12(5), pages 297-301.
    4. F. Louzada & P. H. Ferreira, 2016. "Modified inference function for margins for the bivariate clayton copula-based SUN Tobit Model," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(16), pages 2956-2976, December.
    5. Colson, Gregory & Huffman, Wallace E. & Rousu, Matthew C., 2011. "Improving the Nutrient Content of Food through Genetic Modification: Evidence from Experimental Auctions on Consumer Acceptance," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 36(2), pages 1-22, August.
    6. Ho-Chuan Huang, 2001. "Bayesian analysis of the SUR Tobit model," Applied Economics Letters, Taylor & Francis Journals, vol. 8(9), pages 617-622.
    7. Colson, Gregory, 2009. "Improving nutrient content through genetic modification: Evidence from experimental auctions on consumer acceptance and willingness to pay for intragenic foods," ISU General Staff Papers 200901010800001872, Iowa State University, Department of Economics.
    8. Qian, Hang, 2009. "Estimating SUR Tobit Model while errors are gaussian scale mixtures: with an application to high frequency financial data," MPRA Paper 31509, University Library of Munich, Germany.
    9. Gao, Jie & Kamphuis, Carlijn B.M. & Helbich, Marco & Ettema, Dick, 2020. "What is ‘neighborhood walkability’? How the built environment differently correlates with walking for different purposes and with walking on weekdays and weekends," Journal of Transport Geography, Elsevier, vol. 88(C).

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Qian, Hang, 2009. "Estimating SUR Tobit Model while errors are gaussian scale mixtures: with an application to high frequency financial data," MPRA Paper 31509, University Library of Munich, Germany.
    2. Ho-Chuan Huang, 2001. "Bayesian analysis of the SUR Tobit model," Applied Economics Letters, Taylor & Francis Journals, vol. 8(9), pages 617-622.
    3. Colson, Gregory, 2009. "Improving nutrient content through genetic modification: Evidence from experimental auctions on consumer acceptance and willingness to pay for intragenic foods," ISU General Staff Papers 200901010800001872, Iowa State University, Department of Economics.
    4. Colson, Gregory & Huffman, Wallace E. & Rousu, Matthew C., 2011. "Improving the Nutrient Content of Food through Genetic Modification: Evidence from Experimental Auctions on Consumer Acceptance," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 36(2), pages 1-22, August.
    5. Cheng, Leilei & Yin, Changbin & Chien, Hsiaoping, 2015. "Demand for milk quantity and safety in urban China: evidence from Beijing and Harbin," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 59(2), April.
    6. Daniel A. Griffith & Manfred M. Fischer & James LeSage, 2017. "The spatial autocorrelation problem in spatial interaction modelling: a comparison of two common solutions," Letters in Spatial and Resource Sciences, Springer, vol. 10(1), pages 75-86, March.
    7. Syedah Shan E. Ahmad, 2015. "Comprehending the Marketing Strategies of Microfinance Institutions: Case of Selected Institutions within Multan District of Pakistan," International Review of Management and Marketing, Econjournals, vol. 5(3), pages 114-121.
    8. Emilio Augusto Coelho-Barros & Jorge Alberto Achcar & Josmar Mazucheli, 2010. "Longitudinal Poisson modeling: an application for CD4 counting in HIV-infected patients," Journal of Applied Statistics, Taylor & Francis Journals, vol. 37(5), pages 865-880.
    9. Carlos Arias & Thomas Cox, 2001. "Estimation of a US dairy sector model by maximum simulated likelihood," Applied Economics, Taylor & Francis Journals, vol. 33(9), pages 1201-1211.
    10. Alastaire S na ALINSATO, 2015. "Economic Valuation of Electrical Service Reliability for Households in Developing Country: A Censored Random Coefficient Model Approach," International Journal of Energy Economics and Policy, Econjournals, vol. 5(1), pages 352-359.
    11. Glynn T. Tonsor & Ted C. Schroeder & Joost M. E. Pennings, 2009. "Factors Impacting Food Safety Risk Perceptions," Journal of Agricultural Economics, Wiley Blackwell, vol. 60(3), pages 625-644, September.
    12. Yamane, Fumihiro, 2010. "Estimation of Consumer Welfare Change from the Revision of Age Criterion for BSE Testing: Hypothetical Revealed Preference Method Using Monitoring Survey Data," Japanese Journal of Agricultural Economics (formerly Japanese Journal of Rural Economics), Agricultural Economics Society of Japan (AESJ), vol. 12, pages 1-19.
    13. Xuqi Chen & Zhifeng Gao & Lisa House & Jiaoju Ge & Chengfeng Zong & Fred Gmitter, 2016. "Opportunities for Western Food Products in China: The Case of Orange Juice Demand," Agribusiness, John Wiley & Sons, Ltd., vol. 32(3), pages 343-362, July.
    14. Schmit, Todd M. & Dong, Diansheng & Chung, Chanjin & Kaiser, Harry M. & Gould, Brian W., 2002. "Identifying The Effects Of Generic Advertising On The Household Demand For Fluid Milk And Cheese: A Two-Step Panel Data Approach," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 27(1), pages 1-22, July.
    15. Hayley H. Chouinard & David E. Davis & Jeffrey T. LaFrance & Jeffrey M. Perloff, 2010. "Milk Marketing Order Winners and Losers," Applied Economic Perspectives and Policy, Agricultural and Applied Economics Association, vol. 32(1), pages 59-76.
    16. Herriges, Joseph A. & Phaneuf, Daniel J. & Tobias, Justin L., 2008. "Estimating demand systems when outcomes are correlated counts," Journal of Econometrics, Elsevier, vol. 147(2), pages 282-298, December.
    17. Huffman Wallace E. & Huffman Sonya K & Rickertsen Kyrre & Tegene Abebayehu, 2010. "Over-Nutrition and Changing Health Status in High Income Countries," Forum for Health Economics & Policy, De Gruyter, vol. 13(1), pages 1-44, June.
    18. Chen, Xuqi & Gao, Zhifeng & Swisher, Marilyn & House, Lisa & Zhao, Xin, 2018. "Eco-labeling in the Fresh Produce Market: Not All Environmentally Friendly Labels Are Equally Valued," Ecological Economics, Elsevier, vol. 154(C), pages 201-210.
    19. Castledine, A. & Moeltner, K. & Price, M.K. & Stoddard, S., 2014. "Free to choose: Promoting conservation by relaxing outdoor watering restrictions," Journal of Economic Behavior & Organization, Elsevier, vol. 107(PA), pages 324-343.
    20. Chunling Wang & Xiaoyan Lin, 2022. "Bayesian Semiparametric Regression Analysis of Multivariate Panel Count Data," Stats, MDPI, vol. 5(2), pages 1-17, May.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:ecolet:v:64:y:1999:i:1:p:25-30. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/ecolet .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.