Two tests for strict exogeneity in a correlated random effects panel data Tobit model

Adriaan Kalwij

Statistica Neerlandica, 2015, vol. 69, issue 2, 115-125

Abstract: type="main">

This paper presents two tests for strict exogeneity of the covariates in a correlated random effects panel data Tobit model. The tests are applied in an analysis of hours of work of US women. Estimation procedures when a model does not pass a test for strict exogeneity are discussed.

Date: 2015
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