Two tests for strict exogeneity in a correlated random effects panel data Tobit model
From MaRDI portal
Publication:6087532
DOI10.1111/STAN.12052MaRDI QIDQ6087532
Publication date: 12 December 2023
Published in: Statistica Neerlandica (Search for Journal in Brave)
Mathematical economics (91Bxx) Applications of statistics (62Pxx) Inference from stochastic processes (62Mxx)
Cites Work
- Unnamed Item
- Estimation of Relationships for Limited Dependent Variables
- Handbook of econometrics. Volume 2
- First-difference estimator for panel censored-selection models.
- A framework for estimating dynamic, unobserved effects panel data models with possible feedback to future explanatory variables
- Selection corrections for panel data models under conditional mean independence assumptions
- A maximum likelihood estimator based on first differences for a panel data Tobit model with individual specific effects
- Estimation of a censored regression panel data model using conditional moment restrictions efficiently
- Estimating fixed and random effects models with selectivity
- A Panel Data Analysis of the Effects of Wages, Standard Hours and Unionization on Paid Overtime Work in Britain
- 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
This page was built for publication: Two tests for strict exogeneity in a correlated random effects panel data Tobit model