Note on the Uniqueness of the Maximum Likelihood Estimator for the Tobit Model

1978/09/01 by Randall J. Olsen · 115 citations
Decision Sciences · Economics, Econometrics and Finance · Mathematics · #Econometrics #Economics #Estimator #Financial Risk and Volatility Modeling #Mathematics #Maximum likelihood #Probability and Risk Models #Statistics #Stochastic processes and statistical mechanics #Tobit model #Uniqueness

paper · doi:10.2307/1911445

published in Econometrica 46(5), 1211 (JSTOR)

crossref issued 1978/09/01 · crossref published 1978/09/01 · crossref published-print 1978/09/01 · openalex publication_date 1978/09/01 · crossref created 2006/07/05 · crossref deposited 2018/05/09 · openalex created_date 2025/10/10 · crossref indexed 2026/02/12 · openalex updated_date 2026/04/26

Citations

• Maximum Likelihood Estimation of the Parameters of a Normal Distribution which is Truncated at a Known Point
• Regression Analysis when the Dependent Variable Is Truncated Normal
• Estimation of Relationships for Limited Dependent Variables

Cited by

• Chapter 36 Large sample estimation and hypothesis testing
• On the uniqueness of the maximum likelihood estimator in truncated regression models
• Tobit model [wikipedia]