Semiparametric efficiency bound for the type 3 Tobit model under a symmetry restriction

Songnian Chen

doi:10.1016/0165-1765(95)00735-0

Semiparametric efficiency bound for the type 3 Tobit model under a symmetry restriction

Songnian Chen^*

^*Corresponding author for this work

Department of Economics

Research output: Contribution to journal › Journal Article › peer-review

Abstract

This paper considers the semiparametric efficiency bound for the Type 3 Tobit model under a symmetry restriction. It also investigates the relationship between this bound and those of Types 1 and 2 Tobit models and its implications.

Original language	English
Pages (from-to)	161-167
Number of pages	7
Journal	Economics Letters
Volume	50
Issue number	2
DOIs	https://doi.org/10.1016/0165-1765(95)00735-0
Publication status	Published - Feb 1996

Keywords

Efficiency bound
Semiparametric estimation
Tobit models

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10.1016/0165-1765(95)00735-0

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title = "Semiparametric efficiency bound for the type 3 Tobit model under a symmetry restriction",

abstract = "This paper considers the semiparametric efficiency bound for the Type 3 Tobit model under a symmetry restriction. It also investigates the relationship between this bound and those of Types 1 and 2 Tobit models and its implications.",

keywords = "Efficiency bound, Semiparametric estimation, Tobit models",

author = "Songnian Chen",

year = "1996",

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KW - Efficiency bound

KW - Semiparametric estimation

KW - Tobit models

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Semiparametric efficiency bound for the type 3 Tobit model under a symmetry restriction

Abstract

Keywords

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