Advanced Search
MyIDEAS: Login to save this article or follow this journal

Estimation and inference with censored and ordered multinomial response data

Contents:

Author Info

  • Golan, Amos
  • Judge, George
  • Perloff, Jeffrey

Abstract

No abstract is available for this item.

Download Info

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
File URL: http://www.sciencedirect.com/science/article/B6VC0-3SWTP91-2/2/e30488c41304da93863679fc61b3b2b5
Download Restriction: Full text for ScienceDirect subscribers only

As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

Bibliographic Info

Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 79 (1997)
Issue (Month): 1 (July)
Pages: 23-51

as in new window
Handle: RePEc:eee:econom:v:79:y:1997:i:1:p:23-51

Contact details of provider:
Web page: http://www.elsevier.com/locate/jeconom

Related research

Keywords:

References

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
as in new window
  1. Amemiya, Takeshi, 1981. "Qualitative Response Models: A Survey," Journal of Economic Literature, American Economic Association, vol. 19(4), pages 1483-1536, December.
  2. John F. Geweke, 1995. "Bayesian inference for linear models subject to linear inequality constraints," Working Papers 552, Federal Reserve Bank of Minneapolis.
  3. Heckman, James, 2013. "Sample selection bias as a specification error," Applied Econometrics, Publishing House "SINERGIA PRESS", Publishing House "SINERGIA PRESS", vol. 31(3), pages 129-137.
  4. Greene, William H., 1983. "Estimation of limited dependent variable models by ordinary least squares and the method of moments," Journal of Econometrics, Elsevier, Elsevier, vol. 21(2), pages 195-212, February.
  5. Nawata, Kazumitsu, 1990. "Robust estimation based on grouped-adjusted data in censored regression models," Journal of Econometrics, Elsevier, Elsevier, vol. 43(3), pages 337-362, March.
  6. Greene, William H, 1981. "On the Asymptotic Bias of the Ordinary Least Squares Estimator of the Tobit Model," Econometrica, Econometric Society, Econometric Society, vol. 49(2), pages 505-13, March.
  7. Powell, James L., 1984. "Least absolute deviations estimation for the censored regression model," Journal of Econometrics, Elsevier, Elsevier, vol. 25(3), pages 303-325, July.
  8. Powell, James L., 1986. "Censored regression quantiles," Journal of Econometrics, Elsevier, Elsevier, vol. 32(1), pages 143-155, June.
  9. Judge, G. G. & Hill, R. Carter & Bock, M. E., 1990. "An adaptive empirical Bayes estimator of the multivariate normal mean under quadratic loss," Journal of Econometrics, Elsevier, Elsevier, vol. 44(1-2), pages 189-213.
  10. Beggs, S. & Cardell, S. & Hausman, J., 1981. "Assessing the potential demand for electric cars," Journal of Econometrics, Elsevier, Elsevier, vol. 17(1), pages 1-19, September.
  11. Lee, Lung-Fei, 1979. "Identification and Estimation in Binary Choice Models with Limited (Censored) Dependent Variables," Econometrica, Econometric Society, Econometric Society, vol. 47(4), pages 977-96, July.
  12. Davidson, Russell & MacKinnon, James G., 1993. "Estimation and Inference in Econometrics," OUP Catalogue, Oxford University Press, Oxford University Press, number 9780195060119, October.
  13. Powell, James L, 1986. "Symmetrically Trimmed Least Squares Estimation for Tobit Models," Econometrica, Econometric Society, Econometric Society, vol. 54(6), pages 1435-60, November.
  14. Amemiya, Takeshi, 1973. "Regression Analysis when the Dependent Variable is Truncated Normal," Econometrica, Econometric Society, Econometric Society, vol. 41(6), pages 997-1016, November.
  15. Moshe Buchinsky & Jinyong Hahn, 1995. "Quantile Regression Model with Unknown Censoring Point," Cowles Foundation Discussion Papers 1096, Cowles Foundation for Research in Economics, Yale University.
  16. Amemiya, Takeshi, 1978. "The Estimation of a Simultaneous Equation Generalized Probit Model," Econometrica, Econometric Society, Econometric Society, vol. 46(5), pages 1193-1205, September.
  17. Amemiya, Takeshi, 1984. "Tobit models: A survey," Journal of Econometrics, Elsevier, Elsevier, vol. 24(1-2), pages 3-61.
  18. Paarsch, Harry J., 1984. "A Monte Carlo comparison of estimators for censored regression models," Journal of Econometrics, Elsevier, Elsevier, vol. 24(1-2), pages 197-213.
  19. Golan, Amos & Judge, George G. & Miller, Douglas, 1996. "Maximum Entropy Econometrics," Staff General Research Papers 1488, Iowa State University, Department of Economics.
  20. Newey, Whitney K. & Powell, James L., 1990. "Efficient Estimation of Linear and Type I Censored Regression Models Under Conditional Quantile Restrictions," Econometric Theory, Cambridge University Press, vol. 6(03), pages 295-317, September.
  21. Zellner, A., 1988. "Optimal Information-Processing And Bayes' Theorem," Papers, Southern California - Department of Economics m8803, Southern California - Department of Economics.
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 in new window

Cited by:
  1. Amos Golan & Enrico Moretti & Jeffrey M.Perloff, 2004. "A Small-Sample Estimator for the Sample-Selection Model," Econometric Reviews, Taylor & Francis Journals, Taylor & Francis Journals, vol. 23(1), pages 71-91.
  2. Karantininis, Kostas, 2001. "Information Based Estimators for the Non-Stationary Transition Probability Matrix: An Application to the Danish Pork Industry," Unit of Economics Working papers 24198, Royal Veterinary and Agricultural University, Food and Resource Economic Institute.
  3. Fabienne Féménia & Alexandre Gohin, 2009. "Estimating censored and non homothetic demand systems: the generalized maximum entropy approach," Working Papers SMART - LERECO 09-12, INRA UMR SMART.
  4. Qiuqiong Huang & Richard Howitt & Scott Rozelle, 2012. "Estimating production technology for policy analysis: trading off precision and heterogeneity," Journal of Productivity Analysis, Springer, vol. 38(2), pages 219-233, October.
  5. Balcombe, Kelvin, 2006. "Cross-Entropy Estimation of Linear Cointegrated Equations," MPRA Paper 15100, University Library of Munich, Germany.
  6. Alfons Lansink & Elvira Silva & Spiro Stefanou, 2001. "Inter-Firm and Intra-Firm Efficiency Measures," Journal of Productivity Analysis, Springer, vol. 15(3), pages 185-199, May.
  7. Yafeng Wang & Brett Graham, 2013. "Generalized Maximum Entropy Estimation of Discrete Sequential Move Games of Perfect Information," Papers 2013-10-14, Working Paper.
  8. Shen, Edward Z. & Perloff, Jeffrey M., 2001. "Maximum entropy and Bayesian approaches to the ratio problem," Journal of Econometrics, Elsevier, Elsevier, vol. 104(2), pages 289-313, September.
  9. Femenia, Fabienne & Gohin, Alexandre, 2007. "Estimating price elasticities of food trade functions: How relevant is the gravity approach?," Working Papers 7211, TRADEAG - Agricultural Trade Agreements.
  10. Wang, Yafeng & Graham, Brett, 2009. "Generalized Maximum Entropy estimation of discrete sequential move games of perfect information," MPRA Paper 21331, University Library of Munich, Germany.
  11. R. Carter Hill & Randall C. Campbell, . "Maximum Entropy Estimation in Economic Models with Linear Inequality Restrictions," Departmental Working Papers, Department of Economics, Louisiana State University 2001-11, Department of Economics, Louisiana State University.

Lists

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

Statistics

Access and download statistics

Corrections

When requesting a correction, please mention this item's handle: RePEc:eee:econom:v:79:y:1997:i:1:p:23-51. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei).

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 references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link 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 profile, as there may be some citations waiting for confirmation.

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