Access

You are not currently logged in.

Access JSTOR through your library or other institution:

login

Log in through your institution.

If You Use a Screen Reader

This content is available through Read Online (Free) program, which relies on page scans. Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.
Journal Article

Multivariate Regression and Simultaneous Equation Models when the Dependent Variables Are Truncated Normal

Takeshi Amemiya
Econometrica
Vol. 42, No. 6 (Nov., 1974), pp. 999-1012
Published by: The Econometric Society
DOI: 10.2307/1914214
Stable URL: http://www.jstor.org/stable/1914214
Page Count: 14
Were these topics helpful?
See somethings inaccurate? Let us know!

Select the topics that are inaccurate.

Cancel
  • Read Online (Free)
  • Download ($10.00)
  • Subscribe ($19.50)
  • Add to My Lists
  • Cite this Item
Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.
Multivariate Regression and Simultaneous Equation Models when the Dependent Variables Are Truncated Normal
Preview not available

Abstract

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.

Page Thumbnails

  • Thumbnail: Page 
999
    999
  • Thumbnail: Page 
1000
    1000
  • Thumbnail: Page 
1001
    1001
  • Thumbnail: Page 
1002
    1002
  • Thumbnail: Page 
1003
    1003
  • Thumbnail: Page 
1004
    1004
  • Thumbnail: Page 
1005
    1005
  • Thumbnail: Page 
1006
    1006
  • Thumbnail: Page 
1007
    1007
  • Thumbnail: Page 
1008
    1008
  • Thumbnail: Page 
1009
    1009
  • Thumbnail: Page 
1010
    1010
  • Thumbnail: Page 
1011
    1011
  • Thumbnail: Page 
1012
    1012