An Exogeneity Test for a Simultaneous Equation Tobit Model with an Application to Labor Supply
DOI10.2307/1911314zbMATH Open0606.62136OpenAlexW2148897567MaRDI QIDQ3745142FDOQ3745142
Richard Blundell, Richard J. Smith
Publication date: 1986
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/2cc0e66fee11236b27138a8517a430d1bb2c9bc7
Recommendations
- Two tests for strict exogeneity in a correlated random effects panel data Tobit model
- Specification tests for distributional assumptions in the Tobit model
- A note on estimating and testing exogenous variable coefficient estimators in simultaneous equation models
- Non-nested tests of efficient bargain and labour demand models
- A lack-of-fit test in Tobit errors-in-variables regression models
- Testing for heteroskedasticity in the Tobit and probit models
- Estimation of tobit-type models with individual specific effects
- A practical test for strict exogeneity in linear panel data models with fixed effects
asymptotic optimalitylabor supplyconditional maximum likelihood estimation methodlimited information simultaneous limited dependent variable modelssimultaneous tobit modeltest of weak exogeneity
Cited In (42)
- Identification in nonparametric limited dependent variable models with simultaneity and unobserved heterogeneity
- Some aspects of measurement error in a censored regression model
- Econometric approaches to the specification of life-cycle labour supply and commodity demand behaviour
- On instrumental variables estimation of causal odds ratios
- Quasi-maximum likelihood estimation and testing for nonlinear models with endogenous explanatory variables
- Specification tests for distributional assumptions in the Tobit model
- GMM estimation and uniform subvector inference with possible identification failure
- Modeling veterans’ health benefit grants using the expectation maximization algorithm
- Grouped-data estimation and testing in simple labor-supply models
- Bayesian inference in a simultaneous equation model with limited dependent variables
- Testing the normality assumption in multivariate simultaneous limited dependent variable models
- A Bayesian analysis of exogeneity in models pooling time-series and cross-sectional data
- A generalized non-parametric instrumental variable-control function approach to estimation in nonlinear settings
- A Smoothing Direct Search Method for Monte Carlo-Based Bound Constrained Composite Nonsmooth Optimization
- Two-step estimation of panel data models with censored endogenous variables and selection bias
- Testing parameter significance in instrumental variables probit estimators: some simulation
- Estimation of nonseparable models with censored dependent variables and endogenous regressors
- Semiparametric estimation of Nelson–Olson simultaneous Tobit model
- AN INTEGRATED KERNEL-WEIGHTED SMOOTHED MAXIMUM SCORE ESTIMATOR FOR THE PARTIALLY LINEAR BINARY RESPONSE MODEL
- Moment-based estimation of nonlinear regression models with boundary outcomes and endogeneity, with applications to nonnegative and fractional responses
- Selection corrections for panel data models under conditional mean independence assumptions
- Coherency and estimation in simultaneous models with censored or qualitative dependent variables
- Bias corrections for two-step fixed effects panel data estimators
- Tests for price endogeneity in differentiated product models
- Limited information estimators and exogeneity tests for simultaneous probit models
- A simple microeconomic foundation for a Tobit model of consumer demand
- Family planning, gender differences and infant mortality: evidence from Uttar Pradesh, India
- Semiparametric structural models of binary response: shape restrictions and partial identification
- Semiparametric estimation of binary response models with endogenous regressors
- Quantile regression with censoring and endogeneity
- Heterogeneous endogeneity
- Semiparametric estimation of a simultaneous game with incomplete information
- Restrictions in labor supply estimation:
- A simple test for exogeneity in probit, logit, and Poisson regression models
- IV methods for Tobit models
- Exogeneity tests in a truncated structural equation
- IV models of ordered choice
- A control function approach to estimating dynamic probit models with endogenous regressors
- Semiparametric Estimators for Limited Dependent Variable (LDV) Models with Endogenous Regressors
- AN EXCLUSIVE REGRESSORS BINARY MIXTURE MODEL WITH AN APPLICATION TO LABOUR SUPPLY
- Efficient estimation of limited dependent variable models with endogenous explanatory variables
- EM algorithms for ordered probit models with endogenous regressors
This page was built for publication: An Exogeneity Test for a Simultaneous Equation Tobit Model with an Application to Labor Supply
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3745142)