We introduce a long-memory dynamic Tobit model, defining it as a censored version of a fractionally integrated Gaussian ARMA model, which may include seasonal components and/or additional regression variables. Parameter estimation for such a model using standard techniques is typically infeasible, s
โฆ LIBER โฆ
A bayesian approach to dynamic tobit models
โ Scribed by Wei, Steven X.
- Book ID
- 120991354
- Publisher
- Taylor and Francis Group
- Year
- 1999
- Tongue
- English
- Weight
- 869 KB
- Volume
- 18
- Category
- Article
- ISSN
- 0747-4938
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