First-difference estimator for panel censored-selection models.
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Publication:1589600
DOI10.1016/S0165-1765(00)00350-5zbMath1038.62119MaRDI QIDQ1589600
Publication date: 12 December 2000
Published in: Economics Letters (Search for Journal in Brave)
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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Cites Work
- Estimation of a fixed effects bivariate censored regression model
- Selection corrections for panel data models under conditional mean independence assumptions
- Trimmed Lad and Least Squares Estimation of Truncated and Censored Regression Models with Fixed Effects
- Testing for Selectivity Bias in Panel Data Models
- Sample Selection Bias as a Specification Error
- Estimation of tobit-type models with individual specific effects
- A Root- N Consistent Semiparametric Estimator for Related-effect Binary Response Panel Data