Estimation of tobit-type models with individual specific effects

DOI10.1080/07474930008800476zbMath0953.62124MaRDI QIDQ4512507

Ekaterini Kyriazidou, Bo E. Honoré

Publication date: 29 January 2001

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474930008800476

zbMATH Keywords

exchangeability; stationarity; sample selection model

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

Related Items

Validity of LSE for trimmed and differenced panel data due to absorbing attrition, Unbalanced panel data: a survey, Multilevel and nonlinear panel data models, First-difference estimator for panel censored-selection models., SEMIPARAMETRIC ESTIMATION OF NONSTATIONARY CENSORED PANEL DATA MODELS WITH TIME VARYING FACTOR LOADS

Cites Work

• Orthogonality conditions for Tobit models with fixed effects and lagged dependent variables
• Semiparametric estimation of censored selection models with a nonparametric selection mechanism
• Distribution-free estimation of the random coefficient dummy endogenous variable model
• Testing for serial correlation in multivariate regression models
• Pairwise difference estimators of censored and truncated regression models
• Estimation of Type 3 Tobit models using symmetric trimming and pairwise comparisons
• Leapfrog estimation of a fixed-effects model with unknown transformation of the dependent variable
• Semiparametric Analysis of Random Effects Linear Models from Binary Panel Data
• Trimmed Lad and Least Squares Estimation of Truncated and Censored Regression Models with Fixed Effects
• Shadow Prices, Market Wages, and Labor Supply
• Sample Selection Bias as a Specification Error
• Estimation of a Panel Data Sample Selection Model
• A smoothed maximum score estimator for the binary choice panel data model with an application to labour force participation
• Handbook of econometrics. Vol. 5