Alternative covariance estimators of the standard Tobit model
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 42 (1993)
Issue (Month): 1 ()
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- Fiorentini,G. & Calzolari,G. & Panattoni,L., 1995.
"Analytic Derivatives and the Computation of Garch Estimates,"
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- Giorgio Calzolari & Gabriele Fiorentini, 1998.
"A tobit model with garch errors,"
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- Arne Henningsen & Ott Toomet, 2011. "maxLik: A package for maximum likelihood estimation in R," Computational Statistics, Springer, vol. 26(3), pages 443-458, September.
- Calzolari, Giorgio & Fiorentini, Gabriele & Panattoni, Lorenzo, 1993. "Alternative estimators of the covariance matrix in GARCH models," MPRA Paper 24433, University Library of Munich, Germany.
- Ott Toomet & Arne Henningsen, . "Sample Selection Models in R: Package sampleSelection," Journal of Statistical Software, American Statistical Association, vol. 27(i07).
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