Bivariate alternatives to the Tobit model

DOI10.1016/0304-4076(87)90072-8MaRDI QIDQ1087299zbMATH OpenOpenAlexFDO

Authors Richard Blundell, Costas Meghir

Publication date 1987

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

Full work available at URL https://doi.org/10.1016/0304-4076(87)90072-8

zbMATH Keywords

independencenormalitybivariate modelsdiagnostic tests for misspecificationgeneralizations of the tobit modellabour supply behaviour

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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Cites work

• Efficient specification tests for limited dependent variable models
• Estimation of Relationships for Limited Dependent Variables
• Maximum Likelihood Estimation of Misspecified Models
• Shadow Prices, Market Wages, and Labor Supply
• Some Statistical Models for Limited Dependent Variables with Application to the Demand for Durable Goods
• Specification Tests in Econometrics
• Testing for Neglected Heterogeneity
• Testing the Normality Assumption in Limited Dependent Variable Models
• Unemployment, discouraged workers, and female labour supply

Cited in

(13)

• Student-t censored regression model: properties and inference
• Tobit without apology.
• Tobit model with covariate dependent thresholds
• Partially linear censored regression models using heavy-tailed distributions: a Bayesian approach
• Tobit models: A survey
• Specification tests for distributional assumptions in the Tobit model
• Nonlinear Tobit Decomposition
• On dependency in double-hurdle models
• The Common Structure of Tests for Selectivity Bias, Serial Correlation, Heteroscedasticity and Non-Normality in the Tobit Model
• Multiple roots of the Tobit log-likelihood
• Estimation in additive models with fixed censored responses
• Generalized Tobit models: diagnostics and application in econometrics
• The demand for risky assets: Sample selection and household portfolios

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