IV methods for Tobit models

DOI10.1016/J.JECONOM.2023.01.010MaRDI QIDQ6108324zbMATH OpenFDO

Authors Andrew Chesher, Dongwoo Kim, Adam M. Rosen

Publication date 29 June 2023

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JECONOM.2023.01.010

zbMATH Keywords

censored outcomesendogeneityincomplete modelsinstrumental variablespartial identificationstochastic censoring

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites work

• An Exogeneity Test for a Simultaneous Equation Tobit Model with an Application to Labor Supply
• An Instrumental Variable Approach to Dynamic Models
• Censored regression quantiles with endogenous regressors
• Computation of multivariate normal and t probabilities
• Dummy Endogenous Variables in a Simultaneous Equation System
• Efficient estimation of limited dependent variable models with endogenous explanatory variables
• Estimation in a Class of Simultaneous Equation Limited Dependent Variable Models
• Estimation of cross sectional and panel data censored regression models with endogeneity
• Estimation of Relationships for Limited Dependent Variables
• Generalized Instrumental Variable Models
• Inference based on conditional moment inequalities
• Inference in Censored Models with Endogenous Regressors
• Inference on Causal and Structural Parameters using Many Moment Inequalities
• Inference on endogenously censored regression models using conditional moment inequalities
• Inference on Regressions with Interval Data on a Regressor or Outcome
• Intersection bounds: estimation and inference
• Moment estimation for censored quantile regression
• Nonparametric Identification under Discrete Variation
• Quantile regression with censoring and endogeneity
• Random Sets in Econometrics
• Semiparametric estimation of a censored regression model with endogeneity
• Sharpness in randomly censored linear models
• Simultaneous equations models in applied search theory
• Specification and Estimation of a Simultaneous-Equation Model with Limited Dependent Variables
• The Estimation of a Simultaneous-Equation Tobit Model
• Treatment effects with censoring and endogeneity

Cited in

(3)

• Extending the scope of instrumental variable methods
• Marginal effects for probit and tobit with endogeneity
• Testing identifying assumptions in Tobit models

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