Econometrica

Journal Of The Econometric Society

An International Society for the Advancement of Economic
Theory in its Relation to Statistics and Mathematics

Edited by: Guido W. Imbens • Print ISSN: 0012-9682 • Online ISSN: 1468-0262

Home> Publications> Econometrica>Multivariate Regression and Simultaneous Equation Models when the Dependent Variables Are Truncated Normal

Econometrica: Nov, 1974, Volume 42, Issue 6

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

https://www.jstor.org/stable/1914214
p. 999-1012

Takeshi Amemiya

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.

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December 4, 2024

Update on 2025 Submission and Publication Page Fees at Econometric Society Journals

The Executive Committee of the Econometric Society has approved an increase in the submission fees for papers in Econometrica.  Starting January 1, 2025, the fee for new submissions to Econometrica will be US$125 for regular members and US$50 for student members.
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