Semiparametric Estimation and Inference in a System of Censored Demand Equations

Rafic Fahs, N. Scott Cardell and Ron Mittelhammer ()

No 20482, 2001 Annual meeting, August 5-8, Chicago, IL from American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)

Abstract: The purpose of this paper is to utilize the generalized method of moments (GMM) approach for estimating a system of multivariate Tobit equations and propose a practical consistent estimator of model parameters. The GMM approach is based on a common set of general marginal and bivariate moment relations that hold between explanatory variables and model noise.

Keywords: Demand; and; Price; Analysis (search for similar items in EconPapers)
Pages: 31
Date: 2001
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://ageconsearch.umn.edu/record/20482/files/sp01fa03.pdf (application/pdf)

Related works:
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:ags:aaea01:20482

DOI: 10.22004/ag.econ.20482

Access Statistics for this paper

More papers in 2001 Annual meeting, August 5-8, Chicago, IL from American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) Contact information at EDIRC.
Bibliographic data for series maintained by AgEcon Search ().