Mixing properties of the dynamic Tobit model with mixing errors
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References listed on IDEAS
- de Jong, Robert M. & Woutersen, Tiemen, 2011.
"Dynamic Time Series Binary Choice,"
Econometric Theory, Cambridge University Press, vol. 27(4), pages 673-702, August.
- Tiemen Woutersen & Robert M. de Jong, 2004. "Dynamic time series binary choice," Econometric Society 2004 North American Summer Meetings 365, Econometric Society.
- Robert M. de Jong & Tiemen Woutersen, 2007. "Dynamic time series binary choice," Economics Working Paper Archive 538, The Johns Hopkins University,Department of Economics.
- Robert Jong & Ana María Herrera, 2011.
"Dynamic Censored Regression and the Open Market Desk Reaction Function,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(2), pages 228-237, April.
- Jong, Robert & Herrera, Ana MarÃa, 2011. "Dynamic Censored Regression and the Open Market Desk Reaction Function," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(2), pages 228-237.
- Hahn, Jinyong & Kuersteiner, Guido, 2010. "Stationarity and mixing properties of the dynamic Tobit model," Economics Letters, Elsevier, vol. 107(2), pages 105-111, May.
- Hahn, Jinyong & Kuersteiner, Guido, 2011. "Bias Reduction For Dynamic Nonlinear Panel Models With Fixed Effects," Econometric Theory, Cambridge University Press, vol. 27(6), pages 1152-1191, December.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Michel, Jon & de Jong, Robert M., 2019. "A model for level induced conditional heteroskedasticity," Statistics & Probability Letters, Elsevier, vol. 145(C), pages 293-300.
More about this item
KeywordsDynamic Tobit model; Mixing;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
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