First-difference estimator for panel censored-selection models.

DOI10.1016/S0165-1765(00)00350-5zbMath1038.62119MaRDI QIDQ1589600

R. Smith

Publication date: 12 December 2000

Published in: Economics Letters (Search for Journal in Brave)

zbMATH Keywords

Panel dataCensored modelRelated-effectSample selection

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (5)

Unbalanced panel data: a survey ⋮ Two tests for strict exogeneity in a correlated random effects panel data Tobit model ⋮ An alternative root-\(n\) consistent estimator for panel data binary choice models ⋮ Validity of LSE for trimmed and differenced panel data due to absorbing attrition ⋮ Factors affecting economic output in developed countries: a copula approach to sample selection with panel data

Cites Work

• Estimation of a fixed effects bivariate censored regression model
• Selection corrections for panel data models under conditional mean independence assumptions
• Trimmed Lad and Least Squares Estimation of Truncated and Censored Regression Models with Fixed Effects
• Testing for Selectivity Bias in Panel Data Models
• Sample Selection Bias as a Specification Error
• Estimation of tobit-type models with individual specific effects
• A Root- N Consistent Semiparametric Estimator for Related-effect Binary Response Panel Data

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