Estimation of tobit-type models with individual specific effects
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Publication:4512507
DOI10.1080/07474930008800476zbMath0953.62124OpenAlexW2014594458MaRDI QIDQ4512507
Bo E. Honoré, Ekaterini Kyriazidou
Publication date: 29 January 2001
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474930008800476
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Related Items (7)
Varying coefficient panel data model in the presence of endogenous selectivity and fixed effects ⋮ Unbalanced panel data: a survey ⋮ Multilevel and nonlinear panel data models ⋮ Testing identifying assumptions in nonseparable panel data models ⋮ Validity of LSE for trimmed and differenced panel data due to absorbing attrition ⋮ SEMIPARAMETRIC ESTIMATION OF NONSTATIONARY CENSORED PANEL DATA MODELS WITH TIME VARYING FACTOR LOADS ⋮ First-difference estimator for panel censored-selection models.
Cites Work
- Orthogonality conditions for Tobit models with fixed effects and lagged dependent variables
- Semiparametric estimation of censored selection models with a nonparametric selection mechanism
- Distribution-free estimation of the random coefficient dummy endogenous variable model
- Testing for serial correlation in multivariate regression models
- Pairwise difference estimators of censored and truncated regression models
- Estimation of Type 3 Tobit models using symmetric trimming and pairwise comparisons
- Leapfrog estimation of a fixed-effects model with unknown transformation of the dependent variable
- Semiparametric Analysis of Random Effects Linear Models from Binary Panel Data
- Trimmed Lad and Least Squares Estimation of Truncated and Censored Regression Models with Fixed Effects
- Shadow Prices, Market Wages, and Labor Supply
- Sample Selection Bias as a Specification Error
- Estimation of a Panel Data Sample Selection Model
- A smoothed maximum score estimator for the binary choice panel data model with an application to labour force participation
- Handbook of econometrics. Vol. 5
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