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Rheinische Friedrich-Wilhelms-Universität Bonn >
Bonn Graduate School of Economics (BGSE), Universität Bonn >
Bonn Econ Discussion Papers, Bonn Graduate School of Economics (BGSE), Universität Bonn >
Please use this identifier to cite or link to this item:
http://hdl.handle.net/10419/22865
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Full metadata record
| DC Field | | Value | | Language |
| dc.contributor.author | | Schnedler, Wendelin | | en_US |
| dc.date.accessioned | | 2009-01-29T15:10:30Z | | - |
| dc.date.available | | 2009-01-29T15:10:30Z | | - |
| dc.date.issued | | 2003 | | en_US |
| dc.identifier.uri | | http://hdl.handle.net/10419/22865 | | - |
| dc.description.abstract | | This article considers a wide class of censoring problems and presents a construction rule for an objective function. This objective function generalises the ordinary likelihood as well as particular "likelihoods" used for estimation in several censoring models. Under regularity con- ditions the maximiser of this generalised likelihood has all the prop- erties of a maximum likelihood estimator: it is consistent and the respective root-n estimator is asymptotically efficient and normally distributed. | | en_US |
| dc.language.iso | | eng | | en_US |
| dc.publisher | | | | en_US |
| dc.relation.ispartofseries | | Bonn econ discussion papers 2003,16 | | en_US |
| dc.subject.jel | | C13 | | en_US |
| dc.subject.jel | | C24 | | en_US |
| dc.subject.ddc | | 330 | | en_US |
| dc.subject.keyword | | Censored variables | | en_US |
| dc.subject.keyword | | M-estimation | | en_US |
| dc.subject.keyword | | Multivariate methods | | en_US |
| dc.subject.keyword | | Random censoring | | en_US |
| dc.subject.keyword | | generalised likelihood | | en_US |
| dc.subject.stw | | Tobit-Modell | | en_US |
| dc.subject.stw | | Schätztheorie | | en_US |
| dc.subject.stw | | Theorie | | en_US |
| dc.title | | What you always wanted to know about censoring but never dared to ask | | en_US |
| dc.type | | Working Paper | | en_US |
| dc.identifier.ppn | | 38289118X | | en_US |
| dc.rights | | http://www.econstor.eu/dspace/Nutzungsbedingungen | | - |
| Appears in Collections: | | Bonn Econ Discussion Papers, Bonn Graduate School of Economics (BGSE), Universität Bonn
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