Stationarity and mixing properties of the dynamic Tobit model

Jinyong Hahn and Guido Kuersteiner

Economics Letters, 2010, vol. 107, issue 2, 105-111

Abstract: We establish strict stationarity and strong mixing properties of the dynamic Tobit process. Using these results we show that the regularity conditions for bias corrections in general non-linear dynamic panel models are satisfied for the dynamic Tobit model.

Keywords: Dynamic; Tobit; model; Stationarity; Mixing (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (13)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:107:y:2010:i:2:p:105-111

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