First-difference estimator for panel censored-selection models.
type: Item
instance of: scholarly article
title: First-difference estimator for panel censored-selection models.
zbMATH Open document ID: 1038.62119
DOI: 10.1016/S0165-1765(00)00350-5
author: R. Smith
published in: Economics Letters
publication date: 2000-12-12T00:00:00Z
review text: We propose a semiparametric first-difference estimator for panel censored-selection models where the selection equation is of tobit type. The estimator allows the unit-specific term to be arbitrarily related to regressors. The estimator minimizes a convex function and does not require any smoothing. A simulation study is provided comparing our proposal with the estimators of \textit{J. M. Wooldridge} [J. Econom. 68, 115--132 (1995; Zbl 0831.62097)] and \textit{B. E. Honoré} and \textit{E. Kyriazidou} [Econ. Rev. 19, 341--366 (2000; Zbl 0953.62124)].
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 1542362
zbMATH Keywords: Panel data
zbMATH Keywords: Related-effect
zbMATH Keywords: Sample selection
zbMATH Keywords: Censored model
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1542362