A maximum likelihood estimator based on first differences for a panel data Tobit model with individual specific effects
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Publication:1927382
DOI10.1016/S0165-1765(03)00166-6zbMath1255.62357MaRDI QIDQ1927382
Publication date: 1 January 2013
Published in: Economics Letters (Search for Journal in Brave)
Applications of statistics to economics (62P20) Point estimation (62F10) Monte Carlo methods (65C05)
Related Items (2)
Two tests for strict exogeneity in a correlated random effects panel data Tobit model ⋮ A Panel Data Analysis of the Effects of Wages, Standard Hours and Unionization on Paid Overtime Work in Britain
Cites Work
- Estimation of Relationships for Limited Dependent Variables
- Selection corrections for panel data models under conditional mean independence assumptions
- Estimating fixed and random effects models with selectivity
- Trimmed Lad and Least Squares Estimation of Truncated and Censored Regression Models with Fixed Effects
- On the Pooling of Time Series and Cross Section Data
- Estimation of a Panel Data Sample Selection Model
- Unnamed Item
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