Estimation of Some Non-Normal Limited Dependent Variable Models
1981-06
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Estimation of Some Non-Normal Limited Dependent Variable Models
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1981-06
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Center for Economic Research, Department of Economics, University of Minnesota
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Working Paper
Abstract
Estimation of the Tobit models where the distribution of the
disturbances belongs to the Pearson family of distribution is considered.
Some simple recursive relations between the moments of the truncated
distribution are derived. Those recursive relations provide some
structural equations which are linear in variables but nonlinear in
coefficients. The estimation method proposed is a nonlinear two stage
least squares method.
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Discussion Paper
148
148
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Lee, L., (1981), "Estimation of Some Non-Normal Limited Dependent Variable Models", Discussion Paper No. 148, Center for Economic Research, Department of Economics, University of Minnesota.
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Lee, Lung-Fei. (1981). Estimation of Some Non-Normal Limited Dependent Variable Models. Retrieved from the University Digital Conservancy, https://hdl.handle.net/11299/55115.
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