On the robustness of the corrected least squares (cols) estimator for the tobit model
On the robustness of the corrected least squares (cols) estimator for the tobit model
| dc.creator | Stengos, Thanasis | |
| dc.date | 1987-11-02 | |
| dc.date.accessioned | 2022-11-03T21:18:48Z | |
| dc.date.available | 2022-11-03T21:18:48Z | |
| dc.identifier | https://bibliotecadigital.fgv.br/ojs/index.php/bre/article/view/3100 | |
| dc.identifier.uri | https://repositorioslatinoamericanos.uchile.cl/handle/2250/5047915 | |
| dc.description | We provide an alternative derivation for the simple moment estimator first developed by Greene. Our derivation is based on a Taylor series approximation to the population regression function. Our sampling experiments suggest that this estimator, although in general inconsistent is quite well-behaved and robust to different distributional assumptions regarding the exogenous variables, provided that the latter have not been generated from highly skewed distributions. | en-US |
| dc.description | We provide an alternative derivation for the simple moment estimator first developed by Greene. Our derivation is based on a Taylor series approximation to the population regression function. Our sampling experiments suggest that this estimator, although in general inconsistent is quite well-behaved and robust to different distributional assumptions regarding the exogenous variables, provided that the latter have not been generated from highly skewed distributions. | pt-BR |
| dc.format | application/pdf | |
| dc.language | eng | |
| dc.publisher | Sociedade Brasileira de Econometria | en-US |
| dc.relation | https://bibliotecadigital.fgv.br/ojs/index.php/bre/article/view/3100/1993 | |
| dc.source | Brazilian Review of Econometrics; Vol. 7 No. 2 (1987); 73–88 | en-US |
| dc.source | Brazilian Review of Econometrics; v. 7 n. 2 (1987); 73–88 | pt-BR |
| dc.source | 1980-2447 | |
| dc.title | On the robustness of the corrected least squares (cols) estimator for the tobit model | en-US |
| dc.title | On the robustness of the corrected least squares (cols) estimator for the tobit model | pt-BR |
| dc.type | info:eu-repo/semantics/article | |
| dc.type | info:eu-repo/semantics/publishedVersion |