This paper extends the single equation regression model with the truncated dependent variable considered by Tobin [10] and Amemiya [1] to multivariate and simultaneous equation models and proposes a computationally simple consistent estimator.
MLA
Amemiya, Takeshi. “Multivariate Regression and Simultaneous Equation Models when the Dependent Variables Are Truncated Normal.” Econometrica, vol. 42, .no 6, Econometric Society, 1974, pp. 999-1012, https://www.jstor.org/stable/1914214
Chicago
Amemiya, Takeshi. “Multivariate Regression and Simultaneous Equation Models when the Dependent Variables Are Truncated Normal.” Econometrica, 42, .no 6, (Econometric Society: 1974), 999-1012. https://www.jstor.org/stable/1914214
APA
Amemiya, T. (1974). Multivariate Regression and Simultaneous Equation Models when the Dependent Variables Are Truncated Normal. Econometrica, 42(6), 999-1012. https://www.jstor.org/stable/1914214
We are deeply saddened by the passing of Kate Ho, the John L. Weinberg Professor of Economics and Business Policy at Princeton University and a Fellow of the Econometric Society. Kate was a brilliant IO economist and scholar whose impact on the profession will resonate for many years to come.
By clicking the "Accept" button or continuing to browse our site, you agree to first-party and session-only cookies being stored on your device. Cookies are used to optimize your experience and anonymously analyze website performance and traffic.