IV Estimation of Panel Data Tobit Models with Normal Errors
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arXiv
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| Format: | Preprint |
| Published: |
2024
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| _version_ | 1866916086625075200 |
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| author | Honore, Bo E. |
| author_facet | Honore, Bo E. |
| contents | Amemiya (1973) proposed a ``consistent initial estimator'' for the parameters in a censored regression model with normal errors. This paper demonstrates that a similar approach can be used to construct moment conditions for fixed--effects versions of the model considered by Amemiya. This result suggests estimators for models that have not previously been considered. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2401_04803 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | IV Estimation of Panel Data Tobit Models with Normal Errors Honore, Bo E. Econometrics Amemiya (1973) proposed a ``consistent initial estimator'' for the parameters in a censored regression model with normal errors. This paper demonstrates that a similar approach can be used to construct moment conditions for fixed--effects versions of the model considered by Amemiya. This result suggests estimators for models that have not previously been considered. |
| title | IV Estimation of Panel Data Tobit Models with Normal Errors |
| topic | Econometrics |
| url | https://arxiv.org/abs/2401.04803 |