Consistent Estimation of a Multivariate Doubly Truncated or Censored Tobit Model
Authors
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Center for Economic Research, Department of Economics, University of Minnesota
Type
Abstract
A multivariate regression model with some of the dependent variables
doubly truncated normal is specified. A recursive relation for the
moments of the truncated multivariate normal distribution is derived.
Based on the recursive relations, some computationally simple and
consistent instrumental variables estimation procedures are proposed.
The asymptotic distribution of the estimators is analyzed.
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Series/Report Number
Discussion Paper
153
153
Funding Information
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DOI identifier
Previously Published Citation
Lee, L., (1981), "Consistent Estimation of a Multivariate Doubly Truncated or Censored Tobit Model", Discussion Paper No. 153, Center for Economic Research, Department of Economics, University of Minnesota.
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Suggested Citation
Lee, Lung-Fei. (1981). Consistent Estimation of a Multivariate Doubly Truncated or Censored Tobit Model. Retrieved from the University Digital Conservancy, https://hdl.handle.net/11299/55128.
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