Likelihood Estimation for Censored Random Vectors
Download full text from publisher
As the access to this document is restricted, you may want to look for a different version below or search for a different version of it.
Other versions of this item:
- Wendelin Schnedler, 2005. "Likelihood Estimation for Censored Random Vectors," Working Papers 0417, University of Heidelberg, Department of Economics, revised Feb 2005.
References listed on IDEAS
- Amemiya, Takeshi, 1973. "Regression Analysis when the Dependent Variable is Truncated Normal," Econometrica, Econometric Society, vol. 41(6), pages 997-1016, November.
- Christopher Ferrall & Bruce Shearer, 1999. "Incentives and Transactions Costs Within the Firm: Estimating an Agency Model Using Payroll Records," Review of Economic Studies, Oxford University Press, vol. 66(2), pages 309-338.
- Donald, S.G. & Paarsch, H.J., 1992. "Maximum Likelihood Estimation in Empirical Models of Auctions," University of Western Ontario, Departmental Research Report Series 9211, University of Western Ontario, Department of Economics.
- Davidson, Russell & MacKinnon, James G., 1993. "Estimation and Inference in Econometrics," OUP Catalogue, Oxford University Press, number 9780195060119.
- Orazio P. Attanasio, 2000. "Consumer Durables and Inertial Behaviour: Estimation and Aggregation of (S, s) Rules for Automobile Purchases," Review of Economic Studies, Oxford University Press, vol. 67(4), pages 667-696.
- James Tobin, 1956. "Estimation of Relationships for Limited Dependent Variables," Cowles Foundation Discussion Papers 3R, Cowles Foundation for Research in Economics, Yale University.
- Donald, Stephen G & Paarsch, Harry J, 1993. "Piecewise Pseudo-maximum Likelihood Estimation in Empirical Models of Auctions," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 34(1), pages 121-148, February.
- Jorge Cornick & Thomas L. Cox & Brian W. Gould, 1994. "Fluid Milk Purchases: A Multivariate Tobit Analysis," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 76(1), pages 74-82.
- Gourieroux, Christian & Monfort, Alain & Renault, Eric & Trognon, Alain, 1987. "Generalised residuals," Journal of Econometrics, Elsevier, vol. 34(1-2), pages 5-32.
- Nelson, Forrest D., 1977. "Censored regression models with unobserved, stochastic censoring thresholds," Journal of Econometrics, Elsevier, vol. 6(3), pages 309-327, November.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Wendelin Schnedler & Nina Lucia Stephan, 2020.
"Revisiting a Remedy Against Chains of Unkindness,"
Schmalenbach Business Review, Springer;Schmalenbach-Gesellschaft, vol. 72(3), pages 347-364, July.
- Schnedler, Wendelin & Stephan, Nina Lucia, 2020. "Revisiting a Remedy against the Chain of Unkindness," IZA Discussion Papers 13135, Institute of Labor Economics (IZA).
- Schnedler, Wendelin & Stephan, Nina, 2020. "Revisiting a Remedy Against Chains of Unkindness," EconStor Preprints 215708, ZBW - Leibniz Information Centre for Economics.
- Suiyao Chen & Nan Kong & Xuxue Sun & Hongdao Meng & Mingyang Li, 2019. "Claims data-driven modeling of hospital time-to-readmission risk with latent heterogeneity," Health Care Management Science, Springer, vol. 22(1), pages 156-179, March.
- Ramzi Suleiman & Yuval Samid, 2021. "Punishment Strategies across Societies: Conventional Wisdoms Reconsidered," Games, MDPI, vol. 12(3), pages 1-23, August.
- Xue, Hong & Mainville, Denise Y. & You, Wen & Nayga, Rodolfo M., Jr., 2009. "Nutrition Knowledge, Sensory Characteristics and Consumers’ Willingness to Pay for Pasture-Fed Beef," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49277, Agricultural and Applied Economics Association.
- Getachew A. Dagne, 2016. "A growth mixture Tobit model: application to AIDS studies," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(7), pages 1174-1185, July.
- Servtka, Maros, 2009. "Separating reputation, social influence, and identification effects in a dictator game," European Economic Review, Elsevier, vol. 53(2), pages 197-209, February.
- Sabourin, Anne, 2015. "Semi-parametric modeling of excesses above high multivariate thresholds with censored data," Journal of Multivariate Analysis, Elsevier, vol. 136(C), pages 126-146.
- Mauricio Villamizar-Villegas, 2016.
"Identifying The Effects Of Simultaneous Monetary Policy Shocks,"
Contemporary Economic Policy, Western Economic Association International, vol. 34(2), pages 268-296, April.
- Mauricio Villamizar, 2014. "Identifying the Effects of Simultaneous Monetary Policy Shocks. Fear of Floating under Inflation targeting," BORRADORES DE ECONOMIA 012010, BANCO DE LA REPÚBLICA.
- Mauricio Villamizar, 2014. "Identifying the Effects of Simultaneous Monetary Policy Shocks. Fear of Floating under Inflation targeting," Borradores de Economia 835, Banco de la Republica de Colombia.
- Biørn, Erik & Wangen, Knut R., 2012. "New Taxonomies for Limited Dependent Variables Models," MPRA Paper 41461, University Library of Munich, Germany.
- Qian, Hang, 2009. "Estimating SUR Tobit Model while errors are gaussian scale mixtures: with an application to high frequency financial data," MPRA Paper 31509, University Library of Munich, Germany.
- Iyad Dhaoui, 2019. "Healthcare system efficiency and its determinants: A two-stage Data Envelopment Analysis (DEA) from MENA countries," Working Papers 1320, Economic Research Forum, revised 21 Aug 2019.
- Antonio F. Galvao & Carlos Lamarche & Luiz Renato Lima, 2013. "Estimation of Censored Quantile Regression for Panel Data With Fixed Effects," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 108(503), pages 1075-1089, September.
- Tingting Yu & Lang Wu & Peter Gilbert, 2019. "New approaches for censored longitudinal data in joint modelling of longitudinal and survival data, with application to HIV vaccine studies," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 25(2), pages 229-258, April.
- Mònica González & Germà Coenders & Marc Saez & Ferran Casas, 2010. "Non-linearity, Complexity and Limited Measurement in the Relationship Between Satisfaction with Specific Life Domains and Satisfaction with Life as a Whole," Journal of Happiness Studies, Springer, vol. 11(3), pages 335-352, June.
Most related itemsThese are the items that most often cite the same works as this one and are cited by the same works as this one.
- Schnedler, Wendelin, 2003. "What You Always Wanted to Know About Censoring But Never Dared to Ask – Parameter Estimation for Censored Random Vectors," IZA Discussion Papers 837, Institute of Labor Economics (IZA).
- Schnedler, Wendelin, 2003.
"What you always wanted to know about censoring but never dared to ask,"
Bonn Econ Discussion Papers
16/2003, University of Bonn, Bonn Graduate School of Economics (BGSE).
- Wendelin Schnedler, 2003. "What you always wanted to know about censoring but never dared to ask," The Centre for Market and Public Organisation 03/082, The Centre for Market and Public Organisation, University of Bristol, UK.
- Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, number 8355.
- Andrés Langebaek R. & Diego Vásquez E., 2007.
"Determinantes de la actividad innovadora en la industria manufacturera colombiana,"
Borradores de Economia
433, Banco de la Republica de Colombia.
- Andrés Langebaek R. & Diego Vásquez E., 2007. "Determinantes de la actividad innovadora en la industria manufacturera colombiana," BORRADORES DE ECONOMIA 002313, BANCO DE LA REPÚBLICA.
- Linnemann, Hans & Verbruggen, Harmen, 1991.
"GSTP tariff reduction and its effects on south-south trade in manufactures,"
World Development, Elsevier, vol. 19(5), pages 539-551, May.
- Linnemann, H. & Verbruggen, H., 1988. "GSTP tariff reduction and its effects on South-South trade in manufactures," Serie Research Memoranda 0044, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
- Bai, Junfei & Wahl, Thomas I. & McCluskey, Jill J., 2008.
"Fluid milk consumption in urban Qingdao, China,"
Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 52(2), pages 1-15.
- Junfei Bai & Thomas I. Wahl & Jill J. McCluskey, 2008. "Fluid milk consumption in urban Qingdao, China ," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 52(2), pages 133-147, June.
- Simons, Andrew M., 2022.
"What is the optimal locus of control for social assistance programs? Evidence from the Productive Safety Net Program in Ethiopia,"
Journal of Development Economics, Elsevier, vol. 158(C).
- Simons, Andrew M., 2016. "What is the optimal locus of control for social assistance programs? Evidence from the productive safety net programme in Ethiopia," ESSP working papers 86, International Food Policy Research Institute (IFPRI).
- Golan, Amos & Judge, George & Perloff, Jeffrey, 1997. "Estimation and inference with censored and ordered multinomial response data," Journal of Econometrics, Elsevier, vol. 79(1), pages 23-51, July.
- Adrian C. Darnell, 1994. "A Dictionary Of Econometrics," Books, Edward Elgar Publishing, number 118.
- Georg Stadtmann & Dirk Czarnitzki, 2002.
"Uncertainty of outcome versus reputation: Empirical evidence for the First German Football Division,"
Empirical Economics, Springer, vol. 27(1), pages 101-112.
- Czarnitzki, Dirk & Stadtmann, Georg, 1999. "Uncertainty of outcome versus reputation: empirical evidence for the First German Football Division," ZEW Discussion Papers 99-46, ZEW - Leibniz Centre for European Economic Research.
- Ainara González de San Román & Yolanda F. Rebollo‐Sanz, 2018.
"An Estimation Of Worker And Firm Effects With Censored Data,"
Bulletin of Economic Research, Wiley Blackwell, vol. 70(4), pages 459-482, October.
- Yolanda F. Rebollo-Sanz & Ainara González de San Román, 2013. "Estimation of worker and firm effects with censored data," Working Papers 13.05, Universidad Pablo de Olavide, Department of Economics, revised May 2014.
- González de San Román, Ainara & Rebollo-Sanz, Yolanda F., 2014. "An estimation of worker and firm effects with censored data," Economics Discussion Papers 2014-28, Kiel Institute for the World Economy (IfW Kiel).
- Leonardo Rezende, 2008. "Econometrics of auctions by least squares," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(7), pages 925-948.
- Cantillon, Estelle & Pesendorfer, Martin, 2007.
"Combination Bidding in Multi-Unit Auctions,"
CEPR Discussion Papers
6083, C.E.P.R. Discussion Papers.
- Cantillon, Estelle & Pesendorfer, Martin, 2013. "Combination bidding in multi-unit auctions," LSE Research Online Documents on Economics 54289, London School of Economics and Political Science, LSE Library.
- An, Yonghong & Hu, Yingyao & Shum, Matthew, 2010.
"Estimating first-price auctions with an unknown number of bidders: A misclassification approach,"
Journal of Econometrics, Elsevier, vol. 157(2), pages 328-341, August.
- Yingyao Hu & Matthew Shum, 2007. "Estimating First-Price Auctions with an Unknown Number of Bidders: A Misclassification Approach," Economics Working Paper Archive 541, The Johns Hopkins University,Department of Economics.
- Pieter A. Gautier & Jose Luis Moraga-Gonzalez & Ronald P. Wolthoff, 2007.
"Structural Estimation of Search Intensity: Do Non-Employed Workers Search Enough?,"
Tinbergen Institute Discussion Papers
07-071/3, Tinbergen Institute.
- Gautier, Pieter A & Moraga-González, José-Luis & Wolthoff, Ronald, 2007. "Structural Estimation of Search Intensity: Do Non-Employed Workers Search Enough?," CEPR Discussion Papers 6440, C.E.P.R. Discussion Papers.
- Gautier, Pieter A. & Moraga-González, José L. & Wolthoff, Ronald P., 2007. "Structural Estimation of Search Intensity: Do Non-Employed Workers Search Enough?," IZA Discussion Papers 3045, Institute of Labor Economics (IZA).
- Vukina, Tomislav & Zheng, Xiaoyong & Marra, Michele & Levy, Armando, 2008.
"Do farmers value the environment? Evidence from a conservation reserve program auction,"
International Journal of Industrial Organization, Elsevier, vol. 26(6), pages 1323-1332, November.
- Vukina, Tomislav & Levy, Armando & Marra, Michele C., 2006. "Do Farmers Value The Environment? Evidence from the Conservation Reserve Program Auctions," 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia 25233, International Association of Agricultural Economists.
- Tekleselassie, Tsegay Gebrekidan, 2016. "Three essays on the impact of institutions and policies on socio-economic outcomes," Economics PhD Theses 1316, Department of Economics, University of Sussex Business School.
- 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.
- Skeels, Christopher L. & Vella, Francis, 1999. "A Monte Carlo investigation of the sampling behavior of conditional moment tests in Tobit and Probit models," Journal of Econometrics, Elsevier, vol. 92(2), pages 275-294, October.
- Xin An & Shulin Liu & Shuo Xu, 2011. "Piecewise Pseudo-Maximum Likelihood Estimation for Risk Aversion Case in First-Price Sealed-Bid Auction," Computational Economics, Springer;Society for Computational Economics, vol. 38(4), pages 439-463, November.
More about this item
KeywordsCensored variables; Likelihood; Limited dependent variables; Multivariate methods; Random censoring;
All these keywords.
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C24 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Truncated and Censored Models; Switching Regression Models; Threshold Regression Models
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:taf:emetrv:v:24:y:2005:i:2:p:195-217. 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: . General contact details of provider: http://www.tandfonline.com/LECR20 .
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 CitEc recognized a bibliographic reference but did not link an item in RePEc 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 RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (email available below). General contact details of provider: http://www.tandfonline.com/LECR20 .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.