EconPapers    
Economics at your fingertips  
 

Estimation of Panel Data Regression Models with Two-Sided Censoring or Truncation

Sule Alan (), Honoré Bo E., Luojia Hu and Søren Leth-Petersen
Additional contact information
Honoré Bo E.: Department of Economics, Princeton University, Princeton, NJ 08544-1021, USA

Journal of Econometric Methods, 2014, vol. 3, issue 1, 1-20

Abstract: This paper constructs estimators for panel data regression models with individual specific heterogeneity and two-sided censoring and truncation. Following Powell the estimation strategy is based on moment conditions constructed from re-censored or re-truncated residuals. While these moment conditions do not identify the parameter of interest, they can be used to motivate objective functions that do. We apply one of the estimators to study the effect of a Danish tax reform on household portfolio choice. The idea behind the estimators can also be used in a cross sectional setting.

Date: 2014
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (8) Track citations by RSS feed

Downloads: (external link)
https://www.degruyter.com/view/j/jem.2014.3.issue- ... -0012.xml?format=INT (text/html)
For access to full text, subscription to the journal or payment for the individual article is required.

Related works:
Working Paper: Estimation of panel data regression models with two-sided censoring or truncation (2011) Downloads
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bpj:jecome:v:3:y:2014:i:1:p:1-20:n:2

Ordering information: This journal article can be ordered from
https://www.degruyter.com/view/j/jem

Access Statistics for this article

More articles in Journal of Econometric Methods from De Gruyter
Bibliographic data for series maintained by Peter Golla ().

 
Page updated 2019-10-23
Handle: RePEc:bpj:jecome:v:3:y:2014:i:1:p:1-20:n:2