First-difference estimator for panel censored-selection models. (Q1589600)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 1542362
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | First-difference estimator for panel censored-selection models. |
scientific article; zbMATH DE number 1542362 |
Statements
First-difference estimator for panel censored-selection models. (English)
0 references
12 December 2000
0 references
We propose a semiparametric first-difference estimator for panel censored-selection models where the selection equation is of tobit type. The estimator allows the unit-specific term to be arbitrarily related to regressors. The estimator minimizes a convex function and does not require any smoothing. A simulation study is provided comparing our proposal with the estimators of \textit{J. M. Wooldridge} [J. Econom. 68, 115--132 (1995; Zbl 0831.62097)] and \textit{B. E. Honoré} and \textit{E. Kyriazidou} [Econ. Rev. 19, 341--366 (2000; Zbl 0953.62124)].
0 references
Panel data
0 references
Related-effect
0 references
Sample selection
0 references
Censored model
0 references
0 references
0 references
0.8209296464920044
0 references
0.8209296464920044
0 references
0.808555543422699
0 references
0.803352415561676
0 references
