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Multivariate Regression and Simultaneous Equation Models when the Dependent Variables Are Truncated Normal

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Cited by:

  1. Chen, Songnian & Zhou, Xianbo, 2011. "Semiparametric estimation of a bivariate Tobit model," Journal of Econometrics, Elsevier, vol. 165(2), pages 266-274.
  2. Diansheng Dong & Christopher G. Davis & Hayden Stewart, 2015. "The quantity and variety of households’ meat purchases: A censored demand system approach," Agricultural Economics, International Association of Agricultural Economists, vol. 46(1), pages 99-112, January.
  3. Marc-Andreas Muendler & Sascha O. Becker, 2010. "Margins of Multinational Labor Substitution," American Economic Review, American Economic Association, vol. 100(5), pages 1999-2030, December.
  4. Louis Arnault & Andreas Goltz, 2017. "Can formal home care reduce the burden of informal care for elderly dependents? Evidence from France," Working Papers hal-01458362, HAL.
  5. Shao-Hsun Keng & Wallace Huffman, 2010. "Binge drinking and labor market success: a longitudinal study on young people," Journal of Population Economics, Springer;European Society for Population Economics, vol. 23(1), pages 303-322, January.
  6. Ross, Stephen L. & Tootell, Geoffrey M. B., 2004. "Redlining, the Community Reinvestment Act, and private mortgage insurance," Journal of Urban Economics, Elsevier, vol. 55(2), pages 278-297, March.
  7. Christofides, Louis N. & Peng, Chen, 2006. "Contract duration and indexation in a period of real and nominal uncertainty," Labour Economics, Elsevier, vol. 13(1), pages 61-86, February.
  8. Sophocles Mavroeidis, 2021. "Identification at the Zero Lower Bound," Econometrica, Econometric Society, vol. 89(6), pages 2855-2885, November.
  9. Louis Arnault & Andreas Goltz & Jérôme Wittwer, 2012. "Micro-econometric analysis of care for the dependent elderly in France : How do formal and informal care interact ?," Post-Print hal-01458366, HAL.
  10. Fadhuile, Adelaide & Lemarie, Stephane & Pirotte, Alain, 2011. "Pesticides Uses in Crop Production: What Can We Learn from French Farmers Practices?," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 103654, Agricultural and Applied Economics Association.
  11. Taniguchi, Kiyoshi & Chern, Wen S., 2000. "Income Elasticity Of Rice Demand In Japan And Its Implications: Cross-Sectional Data Analysis," 2000 Annual meeting, July 30-August 2, Tampa, FL 21755, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  12. Brown, Sarah & Harris, Mark N. & Taylor, Karl, 2012. "Modelling charitable donations to an unexpected natural disaster: Evidence from the U.S. Panel Study of Income Dynamics," Journal of Economic Behavior & Organization, Elsevier, vol. 84(1), pages 97-110.
  13. Huffman, Sonya Kostova, 1999. "Changes of household consumption behavior during the transition from centrally-planned to market-oriented economy," ISU General Staff Papers 1999010108000013568, Iowa State University, Department of Economics.
  14. Byrne, Patrick J. & Capps, Oral, Jr. & Saha, Atanu, 1998. "Analysis Of Quick-Serve, Mid-Scale, And Up-Scale Food Away From Home Expenditures," International Food and Agribusiness Management Review, International Food and Agribusiness Management Association, vol. 1(1), pages 1-22.
  15. Brian W. GOULD, 1996. "Abstract Of Factors Affecting U.S. Demand For Reduced-Fat Milk," Staff Papers 386, University of Wisconsin Madison, AAE.
  16. Davis, Christopher G. & Blayney, Donald P. & Dong, Diansheng & Yen, Steven T. & Johnson, Rachel J., 2011. "Will Changing Demographics Affect U.S. Cheese Demand?," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 43(2), pages 1-15, May.
  17. Fortin, Bernard & Lacroix, Guy & Villeval, Marie-Claire, 2007. "Tax evasion and social interactions," Journal of Public Economics, Elsevier, vol. 91(11-12), pages 2089-2112, December.
  18. Van Soest, Arthur & Kooreman, Peter, 1990. "Coherency of the indirect translog demand system with binding nonnegativity constraints," Journal of Econometrics, Elsevier, vol. 44(3), pages 391-400, June.
  19. Biing‐Hwan Lin & Steven T. Yen & Diansheng Dong & David M. Smallwood, 2010. "Economic Incentives For Dietary Improvement Among Food Stamp Recipients," Contemporary Economic Policy, Western Economic Association International, vol. 28(4), pages 524-536, October.
  20. Justo Manrique & Kalu Ojah, 2003. "The demand for housing in Spain: an endogenous switching regression analysis," Applied Economics, Taylor & Francis Journals, vol. 35(3), pages 323-336.
  21. Qu, Xi & Lee, Lung-fei, 2013. "Locally most powerful tests for spatial interactions in the simultaneous SAR Tobit model," Regional Science and Urban Economics, Elsevier, vol. 43(2), pages 307-321.
  22. Marta Disegna & Fabrizio Durante & Enrico Foscolo, 2013. "A multivariate nonlinear analysis of tourism expenditures," BEMPS - Bozen Economics & Management Paper Series BEMPS10, Faculty of Economics and Management at the Free University of Bozen.
  23. William Horrace, 2015. "Moments of the truncated normal distribution," Journal of Productivity Analysis, Springer, vol. 43(2), pages 133-138, April.
  24. Yen, Steven T. & Huang, Chung L., 2002. "Cross-Sectional Estimation Of U.S. Demand For Beef Products: A Censored System Approach," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 27(2), pages 1-15, December.
  25. Federico Revelli, 2013. "Tax Mix Corners and Other Kinks," Journal of Law and Economics, University of Chicago Press, vol. 56(3), pages 741-776.
  26. Ernest M. Zampelli & Steven T. Yen, 2017. "The Impact Of Tax Price Changes On Charitable Contributions To The Needy," Contemporary Economic Policy, Western Economic Association International, vol. 35(1), pages 113-124, January.
  27. Daniel J. Phaneuf & Catherine L. Kling & Joseph A. Herriges, 2000. "Estimation and Welfare Calculations in a Generalized Corner Solution Model with an Application to Recreation Demand," The Review of Economics and Statistics, MIT Press, vol. 82(1), pages 83-92, February.
  28. Samira Rousselière & Gaëlle Petit & Thomas Coisnon & Anne Musson & Damien Rousselière, 2022. "A few drinks behind—Alcohol price and income elasticities in Europe: A microeconometric note," Journal of Agricultural Economics, Wiley Blackwell, vol. 73(1), pages 301-315, February.
  29. Osiewalski, Jacek & Welfe, Aleksander, 1997. "The Price-Wage Mechanism in Poland: An Endogenous Switching Model," Economic Change and Restructuring, Springer, vol. 30(2-3), pages 205-220.
  30. Davis, Christopher G. & Dong, Diansheng & Blayney, Donald P. & Yen, Steven T. & Stillman, Richard, 2012. "U.S. Fluid Milk Demand: A Disaggregated Approach," International Food and Agribusiness Management Review, International Food and Agribusiness Management Association, vol. 15(1), pages 1-26, February.
  31. Michelle A. Danis, 2003. "A Discrete Choice Approach to Measuring Competition in Equity Option Markets," FHFA Staff Working Papers 03-05, Federal Housing Finance Agency.
  32. Fabiosa, Jacinto F. & Jensen, Helen H. & Yan, Dong, 2005. "Household Welfare Cost of the Indonesian Macroeconomic Crisis," 2005 Annual meeting, July 24-27, Providence, RI 19311, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  33. Dong, Diansheng & Gould, Brian W. & Kaiser, Harry M., 2002. "The Structure Of Food Demand In Mexico: An Application Of The Amemiya-Tobin Approach To The Estimation Of A Censored System," 2002 Annual meeting, July 28-31, Long Beach, CA 19830, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  34. Andrew K.G. Tan & Steven T. Yen & Abdul Rahman Hasan, 2015. "At-Home Consumption of Fish Products in Malaysia: An Analysis of Household Expenditure Survey Data," Marine Resource Economics, University of Chicago Press, vol. 30(4), pages 417-433.
  35. Torres, Marcelo de O. & Felthoven, Ronald G., 2014. "Productivity growth and product choice in catch share fisheries: The case of Alaska pollock," Marine Policy, Elsevier, vol. 50(PA), pages 280-289.
  36. Veen, S. R. Wunderink-Van & van Daal, J., 1986. "The Consumption Of Durable Goods In A Complete Demand System," Econometric Institute Archives 272353, Erasmus University Rotterdam.
  37. Andrew Tan & Steven Yen & Rodolfo Nayga, 2009. "The Demand for Vices in Malaysia: An Ethnic Comparison Using Household Expenditure Data," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 37(4), pages 367-382, December.
  38. Vasiliki Fourmouzi & Margarita Genius & Peter Midmore, 2012. "The Demand for Organic and Conventional Produce in London, UK: A System Approach," Journal of Agricultural Economics, Wiley Blackwell, vol. 63(3), pages 677-693, September.
  39. Gould, Brian W., 1996. "Factors Affecting U.S. Demand For Reduced-Fat Fluid Milk," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 21(1), pages 1-14, July.
  40. Bjorn, Paul A. & Vuong, Quang H., 1997. "Modèles d’équations simultanées pour variables endogènes fictives : une formulation par la théorie des jeux avec application à la participation au marché du travail," L'Actualité Economique, Société Canadienne de Science Economique, vol. 73(1), pages 161-205, mars-juin.
  41. Kasteridis, Panagiotis & Yen, Steven, 2012. "U.S. demand for organic and conventional vegetables: a Bayesian censored system approach," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 56(3), pages 1-21.
  42. Julie L. Hotchkiss & Robert E. Moore & Fernando Rios-Avila, 2017. "Family Welfare and the Cost of Unemployment," FRB Atlanta Working Paper 2017-7, Federal Reserve Bank of Atlanta.
  43. Ishdorj, Ariun, 2008. "Essays on food assistance program participation and demand for food," ISU General Staff Papers 2008010108000016750, Iowa State University, Department of Economics.
  44. Andrews, Donald W.K. & Cheng, Xu, 2014. "Gmm Estimation And Uniform Subvector Inference With Possible Identification Failure," Econometric Theory, Cambridge University Press, vol. 30(2), pages 287-333, April.
  45. Yen, Steven T., 2003. "Estimating Demand For Cigarettes And Alcohol With Zero Observations:," 2003 Annual meeting, July 27-30, Montreal, Canada 22168, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  46. Davis, Christopher G. & Dong, Diansheng & Blayney, Donald P. & Owens, Ashley, 2010. "An Analysis of U.S. Household Dairy Demand," Technical Bulletins 184308, United States Department of Agriculture, Economic Research Service.
  47. Bellon, Mauricio R & Taylor, J Edward, 1993. ""Folk" Soil Taxonomy and the Partial Adoption of New Seed Varieties," Economic Development and Cultural Change, University of Chicago Press, vol. 41(4), pages 763-786, July.
  48. Dang, Hai-Anh, 2007. "The determinants and impact of private tutoring classes in Vietnam," Economics of Education Review, Elsevier, vol. 26(6), pages 683-698, December.
  49. Brannlund, Runar & Nordstrom, Jonas, 2004. "Carbon tax simulations using a household demand model," European Economic Review, Elsevier, vol. 48(1), pages 211-233, February.
  50. Lin, Biing-Hwan & Davis, Christopher G. & Yen, Steven T., 2004. "Consumption of Pork Products: Now and to the Year 2020," Journal of Agribusiness, Agricultural Economics Association of Georgia, vol. 22(2), pages 1-15.
  51. Wolfgang Franz, 1979. "The Duration of Youth Unemployment in West Germany: Some Theoretical Considerations," NBER Working Papers 0397, National Bureau of Economic Research, Inc.
  52. Salois, Matthew J. & Tiffin, J. Richard, 2010. "The Health Effects Of A Fiscal Food Policy," 115th Joint EAAE/AAEA Seminar, September 15-17, 2010, Freising-Weihenstephan, Germany 116394, European Association of Agricultural Economists.
  53. Backus, Peter, 2010. "Is charity a homogeneous good?," Economic Research Papers 270773, University of Warwick - Department of Economics.
  54. Backus, Peter, 2010. "Is charity a homogeneous good?," The Warwick Economics Research Paper Series (TWERPS) 951, University of Warwick, Department of Economics.
  55. Mette Deding & Trine Filges, 2010. "Geographical Mobility Of Danish Dual‐Earner Couples—The Relationship Between Change Of Job And Change Of Residence," Journal of Regional Science, Wiley Blackwell, vol. 50(2), pages 615-634, May.
  56. Horrace, William C., 2005. "On ranking and selection from independent truncated normal distributions," Journal of Econometrics, Elsevier, vol. 126(2), pages 335-354, June.
  57. Liu, Hongbo & Parton, Kevin A. & Zhou, Zhangyue & Cox, Rod, 2011. "Away-from-Home Meat Consumption in China," Asian Journal of Agriculture and Development, Southeast Asian Regional Center for Graduate Study and Research in Agriculture (SEARCA), vol. 8(2), pages 1-15, December.
  58. Peter Huber & Harald Oberhofer & Michael Pfaffermayr, 2014. "Job creation and the intra-distribution dynamics of the firm size distribution," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 23(1), pages 171-197, February.
  59. Reiss, Peter C. & Wolak, Frank A., 2003. "Structural Econometric Modeling: Rationales and Examples from Industrial Organization," Research Papers 1831, Stanford University, Graduate School of Business.
  60. Grolleau Gilles & Ibanez Lisette & Mzoughi Naoufel, 2020. "Is a ‘Bad Individual’ more Condemnable than Several ‘Bad Individuals’? Examining the Scope-severity Paradox," Review of Law & Economics, De Gruyter, vol. 16(3), pages 1-18, November.
  61. Bo E. Honoré & Aureo de Paula, 2009. ""Interdependent Durations" Third Version," PIER Working Paper Archive 09-039, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 01 Feb 2008.
  62. Chih‐Sheng Hsieh & Lung‐Fei Lee & Vincent Boucher, 2020. "Specification and estimation of network formation and network interaction models with the exponential probability distribution," Quantitative Economics, Econometric Society, vol. 11(4), pages 1349-1390, November.
  63. Claessens,Constantijn A.*Djankov, Simeon, 1998. "Politicians and firms in seven central and eastern European countries," Policy Research Working Paper Series 1954, The World Bank.
  64. Dong, Diansheng & Kaiser, Harry M. & Myrland, Oystein, 2003. "Estimation Of Censored La/Aids Model With Endogenous Unit Values," Research Bulletins 122119, Cornell University, Department of Applied Economics and Management.
  65. Davis, Christopher G. & Yen, Steven T. & Lin, Biing-Hwan, 2007. "Does Consumer Knowledge Affect Meat Consumption in the US?," 2007 Annual Meeting, February 4-7, 2007, Mobile, Alabama 34905, Southern Agricultural Economics Association.
  66. Andrew Chesher & Adam Rosen, 2020. "Structural modeling of simultaneous discrete choice," CeMMAP working papers CWP9/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  67. Chihwa Kao & Lung-fei Lee & Mark M. Pitt, 2001. "Simulated Maximum Likelihood Estimation of the Linear Expenditure System with Binding Non-Negativity Constraints," Annals of Economics and Finance, Society for AEF, vol. 2(1), pages 215-235, May.
  68. repec:dau:papers:123456789/10723 is not listed on IDEAS
  69. Han Zhang & Jari Kuuluvainen & Hongqiang Yang & Yi Xie & Can Liu, 2017. "The Effect of Off-Farm Employment on Forestland Transfers in China: A Simultaneous-Equation Tobit Model Estimation," Sustainability, MDPI, vol. 9(9), pages 1-14, September.
  70. Andrew K.G. Tan & Steven T. Yen & Abdul Rahman Hasan, 2016. "Cigarette and Alcohol Expenditures in Malaysia: Implications for Anti‐Smoking and Drinking Policies," Asian Economic Journal, East Asian Economic Association, vol. 30(4), pages 401-421, December.
  71. Richards, Timothy J. & Mancino, Lisa, 2012. "Demand for Food Away from Home: A Multiple Discrete/Continuous Extreme Value Model," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil 127103, International Association of Agricultural Economists.
  72. Chakir, Raja & Hardelin, Julien, 2011. "Hail Insurance and Pesticide use in French agriculture: an empirical analysis of multiple risks management," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 114312, European Association of Agricultural Economists.
  73. Pofahl, Geoffrey M. & Capps, Oral, Jr. & Clauson, Annette L., 2005. "Demand for Non-Alcoholic Beverages: Evidence From The ACNielsen Home Scan Panel," 2005 Annual meeting, July 24-27, Providence, RI 19441, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  74. Wouterse, Fleur & Taylor, J. Edward, 2008. "Migration and Income Diversification:: Evidence from Burkina Faso," World Development, Elsevier, vol. 36(4), pages 625-640, April.
  75. Marta Disegna & Linda Osti, 2013. "The Influence of Visitors’ Satisfaction on Expenditure Behaviour," BEMPS - Bozen Economics & Management Paper Series BEMPS14, Faculty of Economics and Management at the Free University of Bozen.
  76. Deardorff, Alan & Djankov, Simeon, 2000. "Knowledge Transfer Under Subcontracting: Evidence from Czech Firms," World Development, Elsevier, vol. 28(10), pages 1837-1847, October.
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  78. Javier García-Enríquez & Cruz A. Echevarría, 2016. "Consistent Estimation of a Censored Demand System and Welfare Analysis: The 2012 VAT Reform in Spain," Journal of Agricultural Economics, Wiley Blackwell, vol. 67(2), pages 324-347, June.
  79. Baishuai Zuo & Chuancun Yin, 2022. "Multivariate doubly truncated moments for generalized skew-elliptical distributions with application to multivariate tail conditional risk measures," Papers 2203.00839, arXiv.org.
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  82. Yen, Steven T. & Fang, Cheng & Su, Shew-Jiuan, 2004. "Household food demand in urban China: a censored system approach," Journal of Comparative Economics, Elsevier, vol. 32(3), pages 564-585, September.
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  115. Gould, Brian W. & Lee, Yoonjung & Dong, Diansheng & Villarreal, Hector J., 2002. "Household Size And Composition Impacts On Meat Demand In Mexico: A Censored Demand System Approach," 2002 Annual meeting, July 28-31, Long Beach, CA 19722, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  116. Ishdorj, Ariun & Jensen, Helen H., 2008. "Bayesian Estimation of a Censored AIDS Model for Whole Grain Products," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6075, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  117. Lin, Biing-Hwan & Variyam, Jayachandran N. & Allshouse, Jane E. & Cromartie, John, 2003. "Food And Agricultural Commodity Consumption In The United States: Looking Ahead To 2020," Agricultural Economic Reports 33959, United States Department of Agriculture, Economic Research Service.
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  122. Xu, Xingbai & Lee, Lung-fei, 2015. "Maximum likelihood estimation of a spatial autoregressive Tobit model," Journal of Econometrics, Elsevier, vol. 188(1), pages 264-280.
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