Apparently, you can calculate the integral with the Gauss-Hermite quadrature or with Maximum simulated likelihood.
Is there are a way to do this in Eviews, for me this is a new terrain.
paragraf 3.3:
https://cran.r-project.org/web/packages ... ensReg.pdf
Search found 2 matches
- Thu May 31, 2018 7:07 am
- Forum: Estimation
- Topic: Censored panel data
- Replies: 1
- Views: 2125
- Wed May 30, 2018 1:42 pm
- Forum: Estimation
- Topic: Censored panel data
- Replies: 1
- Views: 2125
Censored panel data
Is it possible to do a censored panel data analyses in Eviews? The dependent variable can only take values between 0 and 10 and the independent variables are characteristics of multiple countries. Each having data for multiple non-consecutive years (for example 2003, 2005, 2012, 2014 and 2015). Curr...