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The Uses of Tobit Analysis

Опубликовано на портале: 24-06-2004
Review of Economics and Statistics. 1980.  Vol. 62. No. 2. P. 318-321. 
Тематический раздел:
In this paper authors point out that the coefficients obtained from using Tobit-here called "beta" coefficients - provide more information than is commonly realized. In particular, authors show that Tobit can be used to determine both changes in the probability of being above the limit and changes in the value of the dependent variable if it is already above the limit$ and authors show that this decomposition can be quantified in rather useful and insightful ways.

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См. также:
Whitney K. Newey, Kenneth D. West
Econometrica. 1987.  Vol. 55. No. 3. P. 703-708. 
Robert J. Aumann
Econometrica. 1964.  Vol. 32. No. 1/2. P. 39-50. 
В.И. Ширяев, Светлана Ульмджиевна Турлакова
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Halbert L. White
Econometrica. 1980.  Vol. 48. No. 4. P. 817-838. 
Christian Gourieroux, Alain Monfort, Alain Trognon, Eric Renault
Journal of Econometrics. 1987.  Vol. 34. No. 1-2. P. 5-32. 
Blake LeBaron
Studies in Nonlinear Dynamics and Econometrics. 1997.  Vol. 2. No. 2. P. 53-59.