Orthogonality conditions for Tobit models with fixed effects and lagged dependent variables

DOI10.1016/0304-4076(93)90038-7zbMath0778.62105OpenAlexW2086553387MaRDI QIDQ689429

Bo E. Honoré

Publication date: 2 December 1993

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(93)90038-7

zbMATH Keywords

fixed effectspanel data modelsmaximum likelihood estimatorTobit modelorthogonality conditionscensored regression modelslagged dependent variablesmethod of moments estimators

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Monte Carlo methods (65C05)

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