Article ID Journal Published Year Pages File Type
7349518 Economics Letters 2018 4 Pages PDF
Abstract
Mixing properties for the dynamic Tobit model are shown for the case of mixing innovations. We show α or β-mixing given mixing assumptions on the errors. Additionally, we show that the results here hold for a more general class of nonlinear time series for which the dynamic Tobit model is a special case.
Keywords
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
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Mixing properties of the dynamic Tobit model with mixing errors
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