Estimation of Seemingly Unrelated Tobit Regressions via the EM Algorithm
نویسندگان
چکیده
منابع مشابه
Estimation of Seemingly Unrelated Tobit Regressions via the EM Algorithm
In this article we consider the estimation of two seemingly unrelated Tobit regressions in which the dependent variables are truncated normal. The model is useful, since it can be viewed as the reduced form of a simultaneous-equations Tobit model. The proposed estimation method and algorithm are interesting in themselves for the following reasons. In the estimation of a simultaneous equations m...
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ژورنال
عنوان ژورنال: Journal of Business & Economic Statistics
سال: 1987
ISSN: 0735-0015,1537-2707
DOI: 10.1080/07350015.1987.10509607