Fixed Effects and Bias Due to the Incidental Parameters Problem in the Tobit Model
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Publication:3157838
DOI10.1081/ETC-120039606zbMath1123.62089OpenAlexW2018712474MaRDI QIDQ3157838
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Publication date: 19 January 2005
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1081/etc-120039606
Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Monte Carlo methods (65C05)
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Cites Work
- The equivalence of two estimators of the fixed-effects logit model
- The incidental parameter problem since 1948
- Analysis of Covariance with Qualitative Data
- A Computationally Efficient Quadrature Procedure for the One-Factor Multinomial Probit Model
- Regression Analysis of Grouped Survival Data with Application to Breast Cancer Data
- THE INFORMATION BOUND OF A DYNAMIC PANEL LOGIT MODEL WITH FIXED EFFECTS
- Linear Statistical Inference and its Applications
- Consistent Estimates Based on Partially Consistent Observations
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