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Note on the Uniqueness of the Maximum Likelihood Estimator for the Tobit Model

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Cited by:

  1. Fernández-Val, Iván & Weidner, Martin, 2016. "Individual and time effects in nonlinear panel models with large N, T," Journal of Econometrics, Elsevier, vol. 192(1), pages 291-312.
  2. Andrés Langebaek R. & Diego Vásquez E., 2007. "Determinantes de la actividad innovadora en la industria manufacturera colombiana," Borradores de Economia 433, Banco de la Republica de Colombia.
  3. Ainara González de San Román & Yolanda F. Rebollo‐Sanz, 2018. "An Estimation Of Worker And Firm Effects With Censored Data," Bulletin of Economic Research, Wiley Blackwell, vol. 70(4), pages 459-482, October.
  4. Qu, Xi & Lee, Lung-fei, 2013. "Locally most powerful tests for spatial interactions in the simultaneous SAR Tobit model," Regional Science and Urban Economics, Elsevier, vol. 43(2), pages 307-321.
  5. Francesco Fallucchi & Andrea Mercatanti & Jan Niederreiter, 2021. "Identifying types in contest experiments," International Journal of Game Theory, Springer;Game Theory Society, vol. 50(1), pages 39-61, March.
  6. Simar, Leopold & Wilson, Paul W., 2007. "Estimation and inference in two-stage, semi-parametric models of production processes," Journal of Econometrics, Elsevier, vol. 136(1), pages 31-64, January.
  7. David G. McCarthy & Po‐Lin Wang, 2022. "Wait your turn: Pension incentives, workplace rules, and labor supply among Philadelphia municipal workers," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 89(4), pages 985-1029, December.
  8. Wang, Liqun, 1998. "Estimation of censored linear errors-in-variables models," Journal of Econometrics, Elsevier, vol. 84(2), pages 383-400, June.
  9. Al-Malkawi, Husam-Aldin Nizar & Ishaq Bhatti, M., 2020. "Are tests of dividend policy robust to estimation techniques: The case of an emerging economy?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 541(C).
  10. Davidson, Russell & MacKinnon, James G, 1999. "Bootstrap Testing in Nonlinear Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 40(2), pages 487-508, May.
  11. Gregory Cox, 2018. "Almost Sure Uniqueness of a Global Minimum Without Convexity," Papers 1803.02415, arXiv.org, revised Feb 2019.
  12. William H. Greene & David A. Hensher, 2008. "Modeling Ordered Choices: A Primer and Recent Developments," Working Papers 08-26, New York University, Leonard N. Stern School of Business, Department of Economics.
  13. Fernandez, Ana I. & Rodriguez-Poo, Juan M. & Sperlich, Stefan, 2001. "A note on the parametric three step estimator in structural labor supply models," Economics Letters, Elsevier, vol. 74(1), pages 31-41, December.
  14. Ivan Fernandez-Val & Martin Weidner, 2015. "Individual and time effects in nonlinear panel models with large N , T," CeMMAP working papers 17/15, Institute for Fiscal Studies.
  15. Caio Waisman & Harikesh S. Nair & Carlos Carrion, 2019. "Online Causal Inference for Advertising in Real-Time Bidding Auctions," Papers 1908.08600, arXiv.org, revised Feb 2024.
  16. Zhao, Xiaoli & Yin, Haitao & Zhao, Yue, 2015. "Impact of environmental regulations on the efficiency and CO2 emissions of power plants in China," Applied Energy, Elsevier, vol. 149(C), pages 238-247.
  17. German Blanco, 2017. "Who benefits from job placement services? A two-sided analysis," Journal of Productivity Analysis, Springer, vol. 47(1), pages 33-47, February.
  18. Sumit Majumdar, 2009. "Technology transfer by foreign firms and the utilization of competencies within Indian industry," The Journal of Technology Transfer, Springer, vol. 34(1), pages 95-117, February.
  19. Gilbert, Aaron & Tourani-Rad, Alireza & Wisniewski, Tomasz Piotr, 2006. "Do insiders crowd out analysts?," Finance Research Letters, Elsevier, vol. 3(1), pages 40-48, March.
  20. William Greene, 2007. "Discrete Choice Modeling," Working Papers 07-6, New York University, Leonard N. Stern School of Business, Department of Economics.
  21. Reinaldo Arellano-Valle & Luis Castro & Graciela González-Farías & Karla Muñoz-Gajardo, 2012. "Student-t censored regression model: properties and inference," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 21(4), pages 453-473, November.
  22. Kamel Jedidi & Venkatram Ramaswamy & Wayne Desarbo, 1993. "A maximum likelihood method for latent class regression involving a censored dependent variable," Psychometrika, Springer;The Psychometric Society, vol. 58(3), pages 375-394, September.
  23. Xiaoli, Zhao & Rui, Yang & Qian, Ma, 2014. "China's total factor energy efficiency of provincial industrial sectors," Energy, Elsevier, vol. 65(C), pages 52-61.
  24. Liu, Tuo & Xu, Xingbai & Lee, Lung-fei, 2022. "Consistency without compactness of the parameter space in spatial econometrics," Economics Letters, Elsevier, vol. 210(C).
  25. Caio Waisman, 2024. "Bayesian estimation of finite mixtures of Tobit models," Papers 2411.09771, arXiv.org.
  26. Marcel A.P.M. van Asseldonk & Miranda P.M. Meuwissen & Ruud B.M. Huirne, 2002. "Belief in Disaster Relief and the Demand for a Public-Private Insurance Program," Review of Agricultural Economics, Agricultural and Applied Economics Association, vol. 24(1), pages 196-207.
  27. Hasan, Syed Akif & Subhani, Muhammad Imtiaz & Osman, Ms. Amber, 2011. "Marketing is all about taking money from customers (an application of Tobit model)," MPRA Paper 34762, University Library of Munich, Germany.
  28. Leandro M. Magnusson, 2008. "Tests in Censored Models when the Structural Parameters Are Not Identified," Working Papers 0802, Tulane University, Department of Economics.
  29. Cox, Thomas L. & Ziemer, Rod F. & Chavas, Jean-Paul, 1984. "Household Demand For Fresh Potatoes: A Disaggregated Cross-Sectional Analysis," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 9(1), pages 1-17, July.
  30. Kohei Enami & John Mullahy, 2008. "Tobit at Fifty: A Brief History of Tobin's Remarkable Estimator, of Related Empirical Methods, and of Limited Dependent Variable Econometrics in Health Economics," NBER Working Papers 14512, National Bureau of Economic Research, Inc.
  31. Xu, Xingbai & Lee, Lung-fei, 2015. "Maximum likelihood estimation of a spatial autoregressive Tobit model," Journal of Econometrics, Elsevier, vol. 188(1), pages 264-280.
  32. Daniel Grodzicki & Alexei Alexandrov & Özlem Bedre-Defolie & Sergei Koulayev, 2023. "Consumer Demand for Credit Card Services," Journal of Financial Services Research, Springer;Western Finance Association, vol. 63(3), pages 273-311, June.
  33. Link, Heike, 2019. "The impact of including service quality into efficiency analysis: The case of franchising regional rail passenger serves in Germany," Transportation Research Part A: Policy and Practice, Elsevier, vol. 119(C), pages 284-300.
  34. Link, Heike, 2016. "A Two-Stage Efficiency Analysis of Rail Passenger Franchising in Germany," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 50(1), pages 76-92.
  35. Nick Parr & Shauna Ferris & Stéphane Mahuteau, 2007. "The Impact of Children on Australian Women's and Men's Superannuation," The Economic and Labour Relations Review, , vol. 18(1), pages 3-26, November.
  36. Audun Langørgen & Dag Rønningen, 2004. "Local government preferences, individual needs, and the allocation of social assistance," Discussion Papers 380, Statistics Norway, Research Department.
  37. Qu, Xi & Lee, Lung-fei, 2012. "LM tests for spatial correlation in spatial models with limited dependent variables," Regional Science and Urban Economics, Elsevier, vol. 42(3), pages 430-445.
  38. Kawtar Dkhissi, 2014. "Impact des accords de libre échange sur la propension et l'intensité des exportations des entreprises au Maroc," Post-Print hal-01335587, HAL.
  39. Iñaki Mauleón, 1987. "Problemas prácticos en el tratamiento econométrico de datos "cross-section"," Investigaciones Economicas, Fundación SEPI, vol. 11(1), pages 41-94, January.
  40. Ivan Fernandez-Val & Martin Weidner, 2014. "Individual and time effects in nonlinear panel models with large N , T," CeMMAP working papers 32/14, Institute for Fiscal Studies.
  41. Jayant Menon & David Greenaway & Chris Milner, 1999. "Industrial Structure and Australia– UK Intra‐Industry Trade," The Economic Record, The Economic Society of Australia, vol. 75(1), pages 19-27, March.
  42. Sibel Selim, 2013. "A comparative analysis on school attainment in Turkey and Malta: application of the Tobit model," Quality & Quantity: International Journal of Methodology, Springer, vol. 47(5), pages 2709-2722, August.
  43. Kohei Enami & John Mullahy, 2009. "Tobit at fifty: a brief history of Tobin's remarkable estimator, of related empirical methods, and of limited dependent variable econometrics in health economics," Health Economics, John Wiley & Sons, Ltd., vol. 18(6), pages 619-628, June.
  44. Peter ter Berg, 2009. "Unification of the Fréchet and Weibull Distribution," DNB Working Papers 198, Netherlands Central Bank, Research Department.
  45. Fernández, Ana I. & Rodríguez-Póo, Juan M. & Sperlich, Stefan, 1998. "Semiparametric three step estimation methods in labor supply models," SFB 373 Discussion Papers 1998,71, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  46. Orme, Chris D. & Ruud, Paul A., 2002. "On the uniqueness of the maximum likelihood estimator," Economics Letters, Elsevier, vol. 75(2), pages 209-217, April.
  47. Chen Cao & Xueyun Chen, 2021. "Can Industrial Integration Improve the Sustainability of Grain Security?," Sustainability, MDPI, vol. 13(24), pages 1-17, December.
  48. Ivan Fernandez-Val & Martin Weidner, 2013. "Individual and time effects in nonlinear panel models with large N, T," CeMMAP working papers 60/13, Institute for Fiscal Studies.
  49. Francis Petterini & Akauã Flores, 2021. "Copula econometrics to simulate effects of private policing on crime," Economics Bulletin, AccessEcon, vol. 41(3), pages 1241-1254.
  50. Vassilis A. Hajivassiliou, 1986. "Temporal Dependence in Limited Dependent Variable Models: Theoretical and Monte-Carlo Results," Cowles Foundation Discussion Papers 803, Cowles Foundation for Research in Economics, Yale University.
  51. Iljoong Kim, 1994. "An Econometric Study On the Deterrent Impact of Probation," Evaluation Review, , vol. 18(4), pages 389-410, August.
  52. Sumit Majumdar & Davina Vora & Ashok Nag, 2012. "Legal form of the firm and overseas market choice in India’s software and IT industry," Asia Pacific Journal of Management, Springer, vol. 29(3), pages 659-687, September.
  53. Jeong, Hanbat & Lee, Lung-fei, 2024. "Maximum likelihood estimation of a spatial autoregressive model for origin–destination flow variables," Journal of Econometrics, Elsevier, vol. 242(1).
  54. Chihwa Kao, 2001. "Asymptotic Inference in Censored Regression MOdels Revisited," Center for Policy Research Working Papers 36, Center for Policy Research, Maxwell School, Syracuse University.
  55. Ying Wu & Garvit Arora & Xuan Mei, 2024. "Using CPI in Loss Given Default Forecasting Models for Commercial Real Estate Portfolio," Papers 2402.15498, arXiv.org.
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