Likelihood Estimation for Censored Random Vectors
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- Mauricio Villamizar, 2014.
"Identifying the Effects of Simultaneous Monetary Policy Shocks. Fear of Floating under Inflation targeting,"
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More about this item
KeywordsCensored variables; Likelihood; Limited dependent variables; Multivariate methods; Random censoring;
- 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
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