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Estimation in truncated samples when there is heteroscedasticity

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Cited by:

  1. Giorgio Calzolari & Gabriele Fiorentini, 1998. "A tobit model with garch errors," Econometric Reviews, Taylor & Francis Journals, vol. 17(1), pages 85-104.
  2. Schunk, Daniel, 2007. "What determines the saving behavior of German households? : an examination of saving motives and saving decisions," Papers 07-10, Sonderforschungsbreich 504.
  3. Fabien Candau & Serge Rey, 2014. "International Trade in Outermost Europe: A Comparative Analysis of Mayotte Island and French Overseas Departments," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 11(1), pages 123-146, June.
  4. Bente Halvorsen, 1996. "Ordering effects in contingent valuation surveys," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 8(4), pages 485-499, December.
  5. Hao, Siyuan, 2023. "Modeling hospitalization medical expenditure of the elderly in China," Economic Analysis and Policy, Elsevier, vol. 79(C), pages 450-461.
  6. Gould, Brian W., 1998. "Discussant'S Comments For American Agricultural Economics Association Annual Meeting, Selected Papers Session Sp-2n, "Factors Affecting Demand For Food Items"," 1998 Annual meeting, August 2-5, Salt Lake City, UT 20782, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  7. Kumar, Anjani & Kumar, Pramod & Sharma, Alakh N., 2012. "Crop Diversification in Eastern India: Status and Determinants," Indian Journal of Agricultural Economics, Indian Society of Agricultural Economics, vol. 67(4), pages 1-17.
  8. Huang, Chung L. & Raunikar, Robert & Tyan, Holly L., 1986. "Heteroscedasticity In Broiler Meat Expenditure Pattern Estimation," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 11(2), pages 1-9, December.
  9. Bellemare, C. & Kroger, S., 2003. "On Representative Trust," Other publications TiSEM 5b4c2638-b100-4442-8afa-5, Tilburg University, School of Economics and Management.
  10. Frank, Julieta & Garcia, Philip & Irwin, Scott H., 2008. "To What Surprises Do Hog Futures Markets Respond?," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 40(1), pages 73-87, April.
  11. Laschever, Ron A., 2013. "Keeping up with CEO Jones: Benchmarking and executive compensation," Journal of Economic Behavior & Organization, Elsevier, vol. 93(C), pages 78-100.
  12. Melenberg, Bertrand & van Soest, Arthur, 1996. "Parametric and Semi-parametric Modelling of Vacation Expenditures," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 11(1), pages 59-76, Jan.-Feb..
  13. Carson, Richard T. & Louviere, Jordan J., 2014. "Statistical properties of consideration sets," Journal of choice modelling, Elsevier, vol. 13(C), pages 37-48.
  14. Cox, Thomas L. & Briggs, Hugh, 1989. "Heteroscedastic Tobit Models: The Household Demand for Fresh Potatoes Revisited," Staff Papers 200482, University of Wisconsin-Madison, Department of Agricultural and Applied Economics.
  15. Sun, Lih-Chyun & Hoehn, John P., 1993. "Modeling Multiple Responses in Contingent Valuation: Omitted Variables and Intra-Respondence Correlation," Staff Paper Series 201170, Michigan State University, Department of Agricultural, Food, and Resource Economics.
  16. Vijverberg, Wim P., 2000. "Betit: A Family That Nests Probit and Logit," IZA Discussion Papers 222, Institute of Labor Economics (IZA).
  17. Bellemare, Charles & Kroger, Sabine, 2007. "On representative social capital," European Economic Review, Elsevier, vol. 51(1), pages 183-202, January.
  18. Backus, Peter, 2010. "Is charity a homogeneous good?," Economic Research Papers 270773, University of Warwick - Department of Economics.
  19. Bengt Muthen & Karl G. Jöreskog, 1983. "Selectivity Problems in Quasi-Experimental Studies," Evaluation Review, , vol. 7(2), pages 139-174, April.
  20. Backus, Peter, 2010. "Is charity a homogeneous good?," The Warwick Economics Research Paper Series (TWERPS) 951, University of Warwick, Department of Economics.
  21. Yang, Shang-Ho & Reed, Michael R. & Saghaian, Sayed H., 2012. "International Pork Trade and Foot-and-Mouth Disease," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124356, Agricultural and Applied Economics Association.
  22. Seung-Jun Kwak & Clifford Russell, 1994. "Contingent valuation in Korean environmental planning: A pilot application to the protection of drinking water quality in Seoul," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 4(5), pages 511-526, October.
  23. Ricardo Smith Ramírez, 2007. "Testing for information asymmetries in voluntary conservation contracts," Working Papers DTE 402, CIDE, División de Economía.
  24. Timsina, Krishna P. & Culas, Richard J., 2020. "Impacts of Australia’s free trade agreements on trade in agricultural products: an aggregative and disaggregative analysis," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 64(3), July.
  25. Bellemare, Charles & Kröger, Sabine, 2003. "On Representative Trust," SFB 373 Discussion Papers 2003,24, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  26. Amina Ika Micah, 2022. "Three essays on access to credit and financial shock in Nigeria," Economics PhD Theses 0422, Department of Economics, University of Sussex Business School.
  27. Cory Koedel & Julian Betts, 2010. "Value Added to What? How a Ceiling in the Testing Instrument Influences Value-Added Estimation," Education Finance and Policy, MIT Press, vol. 5(1), pages 54-81, January.
  28. Fernández-Sainz, Ana I. & Rodríguez-Póo, Juan M., 2010. "An Empirical Investigation of Parametric and Semiparametric Estimation Methods in Sample Selection Models = Investigación empírica de métodos de estimación paramétricos y semiparamétricos de modelos d," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 10(1), pages 99-120, December.
  29. Ana Fernandez Sainz & Juan Rodriguez-Poo & Inmaculada Villanua Martin, 2002. "Finite sample behavior of two step estimators in selection models," Computational Statistics, Springer, vol. 17(1), pages 1-16, March.
  30. Krishna P. Timsina & Richard J. Culas, 2020. "Impacts of Australia’s free trade agreements on trade in agricultural products: an aggregative and disaggregative analysis," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 64(3), pages 889-919, July.
  31. Darryl Holden, 2011. "Testing for heteroskedasticity in the tobit and probit models," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(4), pages 735-744, November.
  32. Jolliffe, Dean, 2002. "The Gender Wage Gap in Bulgaria: A Semiparametric Estimation of Discrimination," Journal of Comparative Economics, Elsevier, vol. 30(2), pages 276-295, June.
  33. Souha El Khanji, 2022. "Donors’ Interest in Water and Sanitation Subsectors," The European Journal of Development Research, Palgrave Macmillan;European Association of Development Research and Training Institutes (EADI), vol. 34(2), pages 611-654, April.
  34. Gustavsen, Geir Waehler, 2005. "Public Policies and the Demand for Carbonated Soft Drinks: A Censored Quantile Regression Approach," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark 24737, European Association of Agricultural Economists.
  35. Arce-Diaz, Eduardo & Goodwin, Barry K., 1992. "Latin American External Debt and its Effects on U.S. Feed Grain Exports," WAEA/ WFEA Conference Archive (1929-1995) 321342, Western Agricultural Economics Association.
  36. Daniel Pollmann & Thomas Dohmen & Franz Palm, 2020. "Robust Estimation of Wage Dispersion with Censored Data: An Application to Occupational Earnings Risk and Risk Attitudes," De Economist, Springer, vol. 168(4), pages 519-540, December.
  37. MoonJoong Tcha & Vitaly Pershin, 2002. "Reconsidering Performance at the Summer Olympics and Revealed Comparative Advantage," Economics Discussion / Working Papers 02-09, The University of Western Australia, Department of Economics.
  38. Nguyen, Quyen T.K. & Almodóvar, Paloma, 2018. "Export intensity of foreign subsidiaries of multinational enterprises: The role of trade finance availability," International Business Review, Elsevier, vol. 27(1), pages 231-245.
  39. Mnasri, Ayman & Nechi, Salem, 2021. "New nonlinear estimators of the gravity equation," Economic Modelling, Elsevier, vol. 95(C), pages 192-202.
  40. Male, Frank & Jensen, Jerry L., 2020. "Three Common Statistical Missteps We Make in Reservoir Characterization," Earth Arxiv q7nw6, Center for Open Science.
  41. Ana Fernandez & Juan Rodriquez-Poo, 1997. "Estimation and specification testing in female labor participation models: parametric and semiparametric methods," Econometric Reviews, Taylor & Francis Journals, vol. 16(2), pages 229-247.
  42. Judith E. Brown & Peter K. Dunn, 2011. "Comparisons of Tobit, Linear, and Poisson-Gamma Regression Models," Sociological Methods & Research, , vol. 40(3), pages 511-535, August.
  43. Wocken, Meike & Kneib, Thomas, 2012. "Tobit regression to estimate impact of EU market intervention in dairy sector," 123rd Seminar, February 23-24, 2012, Dublin, Ireland 122528, European Association of Agricultural Economists.
  44. Daniel Pollmann & Thomas Dohmen & Franz Palm, 2020. "Dispersion estimation; Earnings risk; Censoring; Quantile regression; Occupational choice; Sorting; Risk preferences; SOEP; IABS," ECONtribute Discussion Papers Series 028, University of Bonn and University of Cologne, Germany.
  45. Jolliffe, Dean, 2004. "The impact of education in rural Ghana: examining household labor allocation and returns on and off the farm," Journal of Development Economics, Elsevier, vol. 73(1), pages 287-314, February.
  46. Franco Peracchi, 1988. "Bounded Influence Estimators for the Censored Regression Model," UCLA Economics Working Papers 487, UCLA Department of Economics.
  47. Ho, Anson T.Y. & Morin, Lealand & Paarsch, Harry J. & Huynh, Kim P., 2022. "A flexible framework for intervention analysis applied to credit-card usage during the coronavirus pandemic," International Journal of Forecasting, Elsevier, vol. 38(3), pages 1129-1157.
  48. Moonjoong Tcha & Vitaly Pershin, 2003. "Reconsidering Performance at the Summer Olympics and Revealed Comparative Advantage," Journal of Sports Economics, , vol. 4(3), pages 216-239, August.
  49. Mnasri, Ayman & Nechi, Salem, 2019. "New Approach to Estimating Gravity Models with Heteroscedasticity and Zero Trade Values," MPRA Paper 93426, University Library of Munich, Germany.
  50. Mroz, Thomas A., 1999. "Discrete factor approximations in simultaneous equation models: Estimating the impact of a dummy endogenous variable on a continuous outcome," Journal of Econometrics, Elsevier, vol. 92(2), pages 233-274, October.
  51. Chen, Ho-Chyuan & Chang, Kuang-Liang & Yu, Shih-Ti, 2012. "Application of the Tobit model with autoregressive conditional heteroscedasticity for foreign exchange market interventions," Japan and the World Economy, Elsevier, vol. 24(4), pages 274-282.
  52. repec:ehu:biltok:5905 is not listed on IDEAS
  53. Calzolari, Giorgio & Fiorentini, Gabriele, 1993. "Estimating variances and covariances in a censored regression model," MPRA Paper 22598, University Library of Munich, Germany, revised 1993.
  54. Teresa Aparicio & Inmaculada Villanua, 2001. "The asymptotically efficient version of the information matrix test in binary choice models. A study of size and power," Journal of Applied Statistics, Taylor & Francis Journals, vol. 28(2), pages 167-182.
  55. Donald, Stephen G., 1995. "Two-step estimation of heteroskedastic sample selection models," Journal of Econometrics, Elsevier, vol. 65(2), pages 347-380, February.
  56. Lauren A. Johnston & Stephen L. Morgan & Yuesheng Wang, 2015. "The Gravity of China's African Export Promise," The World Economy, Wiley Blackwell, vol. 38(6), pages 913-934, June.
  57. Charles Brown & Robert Moffitt, 1983. "The Effect of Ignoring Heteroscedasticity on Estimates of the Tobit Model," NBER Technical Working Papers 0027, National Bureau of Economic Research, Inc.
  58. Schunk Daniel, 2009. "What Determines Household Saving Behavior: An Examination of Saving Motives and Saving Decisions 06.01.2009," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 229(4), pages 467-491, August.
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