Estimation of Some Non-Normal Limited Dependent Variable Models

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Estimation of Some Non-Normal Limited Dependent Variable Models

Published Date

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

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Previously Published Citation

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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