AN INVESTIGATION OF THE ROBUSTNESS OF THE TOBIT ESTIMATOR TO NON-NORMALITY

被引：174
作者：
ARABMAZAR, A
SCHMIDT, P
机构：
来源：
ECONOMETRICA | 1982年 / 50卷 / 04期
关键词：
D O I：
10.2307/1912776
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
引用
收藏
页码：1055 / 1063
页数：9
相关论文
共 8 条
[1]   FURTHER EVIDENCE ON THE ROBUSTNESS OF THE TOBIT ESTIMATOR TO HETEROSKEDASTICITY [J].
ARABMAZAR, A ;
SCHMIDT, P .
JOURNAL OF ECONOMETRICS, 1981, 17 (02) :253-258
[2]  
GOLDBERGER AS, 1980, SSRI8006 U WISC DISC
[3]  
Hurd M, 1979, J EC, V11, P247, DOI DOI 10.1016/0304-4076(79)90039-3
[4]  
Lee L.F., 1981, 44 U FLOR CTR EC DEC
[5]  
LEE LF, 1981, 43 U FLOR CTR EC DEC
[6]  
MADDALA GS, 1975, NBER96 WORK PAP
[7]   A TEST FOR MISSPECIFICATION IN THE CENSORED NORMAL MODEL [J].
NELSON, FD .
ECONOMETRICA, 1981, 49 (05) :1317-1329
[8]  
NELSON FD, 1979, CALTECH291 SOC SCI W
1