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Estimation of dynamic and ARCH Tobit models

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  • Lee, Lung-fei

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  • Lee, Lung-fei, 1999. "Estimation of dynamic and ARCH Tobit models," Journal of Econometrics, Elsevier, vol. 92(2), pages 355-390, October.
    • Handle: RePEc:eee:econom:v:92:y:1999:i:2:p:355-390
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    15. Lee, Lung-Fei, 1995. "Asymptotic Bias in Simulated Maximum Likelihood Estimation of Discrete Choice Models," Econometric Theory, Cambridge University Press, vol. 11(3), pages 437-483, June.
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