Mixing properties of the dynamic Tobit model with mixing errors

C-Tier
Journal: Economics Letters
Year: 2018
Volume: 162
Issue: C
Pages: 112-115

Authors (2)

Score contribution per author:

0.505 = (α=2.02 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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.

Technical Details

RePEc Handle
repec:eee:ecolet:v:162:y:2018:i:c:p:112-115
Journal Field
General
Author Count
2
Added to Database
2026-01-25