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References from Estimation of dynamic and ARCH Tobit models. Local targets link to admitted publications; unresolved targets remain external evidence.
Regression analysis when the dependent variable is truncated normal
10.2307/1914031 · 1973 · External reference
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Generalized autoregressive conditional heteroskedasticity
10.1016/0304-4076(86)90063-1 · 1986 · External reference
A conditionally heteroskedastic time series model for speculative prices and rates of return
10.2307/1925546 · 1987 · External reference
Quasi maximum likelihood estimation and inference in dynamic models with time varying covariances
10.1080/07474939208800229 · 1992 · External reference
10.1016/s1573-4412(05)80018-2
10.1016/s1573-4412(05)80018-2 · External reference
A two-stage estimator for probit models with structural group effects
10.1016/0304-4076(94)90062-0 · 1994 · External reference
Smooth unbiased multivariate probability simulators for maximum likelihood estimation of limited dependent variable models
10.1016/0304-4076(93)90049-b · 1993 · External reference
10.1007/978-1-4419-8724-2
10.1007/978-1-4419-8724-2 · External reference
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Bayes inference in the Tobit censored regression model
10.1016/0304-4076(92)90030-u · 1992 · External reference
10.1016/0304-4076(94)90070-1
10.1016/0304-4076(94)90070-1 · External reference
10.1002/jae.3950080510
10.1002/jae.3950080510 · External reference
Devaluation risk in target zones
10.2307/2234342 · 1993 · External reference
Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflations
10.2307/1912773 · 1982 · External reference
Estimating time varying risk premia in the term structure
10.2307/1913242 · 1987 · External reference
Bayesian inference in econometric models using Monte Carlo integration
10.2307/1913710 · 1989 · External reference
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Simulation-based inference
10.1016/0304-4076(93)90037-6 · 1993 · External reference
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Simulation of multivariate normal rectangle probabilities and their derivatives
10.1016/0304-4076(94)01716-6 · 1996 · External reference
The common structure of statistical models of truncation, sample selection and limited dependent variables and a simple estimator for such models
1976 · External reference
10.1007/978-94-011-3162-9_1
10.1007/978-94-011-3162-9_1 · External reference
Bounded price variation and rational expectations in an endogenous switching model of the US corn market
10.2307/1928102 · 1989 · External reference
Bayesian analysis of stochastic volatility models
10.2307/1392199 · 1994 · External reference
A computationally practical simulation estimator for panel data
10.2307/2951477 · 1994 · External reference
10.1002/jae.3950080508
10.1002/jae.3950080508 · External reference
Asymptotic bias in simulated maximum likelihood estimation of discrete choice models
10.1017/s0266466600009361 · 1995 · External reference
Simulation estimation of dynamic switching regression and dynamic disequilibrium models — some Monte Carlo results
1997 · External reference
The common structure of tests for selectivity bias, serial correlation, heteroskedasticity and nonnormality in the Tobit model
10.2307/2526523 · 1985 · External reference
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A method of simulated moments for estimation of discrete choice models without numerical integration
10.2307/1913621 · 1989 · External reference
Conditional heteroskedasticity in asset returns
10.2307/2938260 · 1991 · External reference
Estimating limited-dependent rational expectations models with an application to exchange rate determination in a target zone
10.1016/0304-4076(92)90083-4 · 1992 · External reference
An analysis of the determination of Deutsche mark/French franc exchange rate in a discrete-time target zone
10.2307/2234523 · 1992 · External reference
Limited-dependent rational expectations models with future expectations
10.1016/0165-1889(94)00832-3 · 1995 · External reference
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10.1002/jae.3950080509
10.1002/jae.3950080509 · External reference
Modelling expectations of bounded prices
10.2307/1924818 · 1985 · External reference
Estimation of relationships for limited dependent variables
10.2307/1907382 · 1958 · External reference
Monte Carlo evaluation of multivariate normal probabilities
10.1016/0304-4076(95)01792-5 · 1997 · External reference
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