Two-step semiparametric estimation of the Type-3 Tobit model

Xianbo Zhou and Zhewen Pan

Statistics & Probability Letters, 2015, vol. 105, issue C, 96-105

Abstract: This paper proposes an alternative two-step semiparametric estimator for the Type-3 Tobit model and presents its asymptotic properties. Simulation shows that the estimator performs well in various designs. An empirical application is provided to verify the usefulness of the estimator.

Keywords: Type-3 Tobit model; Two-step; Semiparametric estimation (search for similar items in EconPapers)
Date: 2015
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DOI: 10.1016/j.spl.2015.06.012

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