A comparison of the Amemiya GLS and the Lee-Maddala-Trost G2SLS in a simultaneous-equations Tobit model
- 31 December 1983
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 23 (3) , 295-300
- https://doi.org/10.1016/0304-4076(83)90058-1
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- Asymptotic Covariance Matrices of Two-Stage Probit and Two-Stage Tobit Methods for Simultaneous Equations Models with SelectivityEconometrica, 1980
- The Estimation of a Simultaneous-Equation Tobit ModelInternational Economic Review, 1979
- Sample Selection Bias as a Specification ErrorEconometrica, 1979
- The Estimation of a Simultaneous Equation Generalized Probit ModelEconometrica, 1978