IV Estimation of Panel Data Tobit Models with Normal Errors

Bo E. Honore

Papers from arXiv.org

Abstract: Amemiya (1973) proposed a ``consistent initial estimator'' for the parameters in a censored regression model with normal errors. This paper demonstrates that a similar approach can be used to construct moment conditions for fixed--effects versions of the model considered by Amemiya. This result suggests estimators for models that have not previously been considered.

Date: 2024-01
New Economics Papers: this item is included in nep-dcm and nep-ecm
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