Estimation methods in the presence of corner solutions

Alfonso Sánchez-Peñalver

Stata Journal, 2019, vol. 19, issue 1, 87-111

Abstract: In this article, I introduce a new command, nehurdle, that collects maximum likelihood estimators for linear, exponential, homoskedastic, and het- eroskedastic tobit; truncated hurdle; and type II tobit models that involve ex- plained variables with corner solutions. I review what a corner solution is as well as the assumptions of the mentioned models.

Keywords: nehurdle; two-part; truncated hurdle; tobit; heckman; type II tobit; corner solutions; hurdle estimation (search for similar items in EconPapers)
Date: 2019
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DOI: 10.1177/1536867X19830893

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