Sieve maximum likelihood estimation of the spatial autoregressive Tobit model
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DOI: 10.1016/j.jeconom.2017.10.008
Abstract: Abstract This paper extends the ML estimation of a spatial autoregressive Tobit model under normal disturbances in Xu and Lee (2015b, Journal of Econometrics) to distribution-free estimation. We examine the sieve MLE of the model,… read more here.
Keywords: autoregressive tobit; tobit; tobit model; spatial autoregressive ... See more keywords