日期精度：到日 5 篇 · 到月 75 篇 · 到年 1 篇
含选择性问题的广义计量经济模型
During the recent years, there is substantial interest in the econometric models with qualitative and censored dependent variables. The important contributions on these topics by Amemiya [1973J, McFadden [1973J and Heckman [1974J among others stimulate the recent
含选择机制的联立方程模型中两阶段 Probit 与 Tobit 方法的渐近协方差矩阵
Lung-Fei Lee, G. S. Maddala, R. P. Trost, Asymptotic Covariance Matrices of Two-Stage Probit and Two-Stage Tobit Methods for Simultaneous Equations Models with Selectivity, Econometrica, Vol. 48, No. 2 (Mar., 1980), pp. 491-503
含受限（删失）因变量的二元选择模型：识别与估计
A class of statistical models which generate simultaneous equation models with both discrete and continuous endogenous variables is introduced. This class of models can also be regarded as a new class of switching simultaneous equation models which are of general interest. Identification and estimation problems are investigated. Several simple consistent two stage methods are proposed. The consistency of those estimators is proved. Two step maximum likelihood procedures are…