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2001 | OriginalPaper | Chapter

Alternative Error Term Specifications in the Log-Tobit Model1

Authors : Rosa Bernardini Papalia, Francesca Di Iorio

Published in: Advances in Classification and Data Analysis

Publisher: Springer Berlin Heidelberg

Included in: Professional Book Archive

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In this paper a logarithmic transformation of the standard Tobit model is proposed. The model represents an interesting tool in order to specify alternative form of data heterosckedasticity. The properties of applied estimators are compared by a set of Monte Carlo experiments.

Metadata
Title
Alternative Error Term Specifications in the Log-Tobit Model1
Authors
Rosa Bernardini Papalia
Francesca Di Iorio
Copyright Year
2001
Publisher
Springer Berlin Heidelberg
Book
Advances in Classification and Data Analysis

Print ISBN: 978-3-540-41488-9

Electronic ISBN: 978-3-642-59471-7

Copyright Year: 2001

DOI
https://doi.org/10.1007/978-3-642-59471-7_23

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