Advanced search
Publication Cover
Communications in Statistics - Simulation and Computation Volume 52, 2023 - Issue 8
Submit an article Journal homepage
169
Views
0
CrossRef citations to date
0
Altmetric
Articles

Semiparametric estimation of Nelson–Olson simultaneous Tobit model

Xianbo Zhoua Lingnan College, Sun Yat-Sen University, Guangzhou, ChinaCorrespondence[email protected] [email protected]
View further author information
,
Lianhua Luob Guangdong University of Finance & Economics, Guangzhou, ChinaView further author information
,
Ying Taoa Lingnan College, Sun Yat-Sen University, Guangzhou, ChinaCorrespondence[email protected] [email protected]
View further author information
&
Zhewen Pana Lingnan College, Sun Yat-Sen University, Guangzhou, ChinaView further author information
Pages 3863-3876 | Received 10 Jul 2020, Accepted 24 Jun 2021, Published online: 12 Jul 2021

References

  • Amemiya, T. 1979. The estimation of a simultaneous-equation Tobit model. International Economic Review 20 (1):169–81. doi:10.2307/2526423.
  • Amemiya, T. 1985. Advanced Econometrics. Cambridge, MA: Harvard University Press.
  • Blundell, R. W., and R. J. Smith. 1989. Estimation in a class of simultaneous equation limited dependent variable models. The Review of Economic Studies 56 (1):37–57. doi:10.2307/2297748.
  • Chen, S., and X. Zhou. 2011. Semiparametric estimation of a bivariate Tobit model. Journal of Econometrics 165 (2):266–74. doi:10.1016/j.jeconom.2011.07.005.
  • Efron, B., and R. J. Tibshirani. 1993. An introduction to the bootstrap. New York: Chapman & Hall.
  • Ferreira, P. H., and F. Louzada. 2019. Maximum likelihood estimation for bivariate SUR Tobit modeling in presence of two right-censored dependent variables. Communications in Statistics - Simulation and Computation 48 (1):150–68. doi:10.1080/03610918.2017.1375521.
  • Fors, G., and R. Svensson. 2002. R&D and foreign sales in Swedish multinationals: A simultaneous relationship? Research Policy 31 (1):95–107. doi:10.1016/S0048-7333(01)00105-6.
  • Lee, L.-F. 1981. Simultaneous equation models with discrete and censored dependent variables. In Structural analysis of discrete data with economic applications, eds. C. F. Manski and D. McFadden. Cambridge, MA: MIT Press.
  • Lee, M. J. 1995. Semiparametric estimation of simultaneous equations with limited dependent variables: A case study of female labour supply. Journal of Applied Econometrics 10 (2):187–200. doi:10.1002/jae.3950100207.
  • Leser, C. 1963. Forms of Engel functions. Econometrica 31 (4):694–703. doi:10.2307/1909167.
  • Ling, D. C., and G. A. McGill. 1998. Evidence on the demand for mortgage debt by owner-occupants. Journal of Urban Economics 44 (3):391–414. doi:10.1006/juec.1997.2079.
  • Nelson, F., and L. Olson. 1978. Specification and estimation of a simultaneous-equation model with limited dependent variables. International Economic Review 19 (3):695–709. doi:10.2307/2526334.
  • Powell, J. L. 1986. Symmetrically trimmed least squares estimation for Tobit models. Econometrica 54 (6):1435–60. doi:10.2307/1914308.
  • Sherman, R. P. 1994. Maximal inequalities for degenerate U-process with application to optimization estimators. Annals of Statistics 22:439–59.
  • Smith, R. J., and R. W. Blundell. 1986. An exogeneity test for a simultaneous equation Tobit model with an application to labor supply. Econometrica 54 (3):679–85. doi:10.2307/1911314.
  • Zhou, X., and Z. Pan. 2015. Two-step semiparametric estimation of the Type-3Tobit model. Statistics & Probability Letters 105:96–105. doi:10.1016/j.spl.2015.06.012.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.