On the Identification of the Censored Regression Model with a Stochastic and Unobserved Treshold

Geert Ridder () and Kees van Montfort
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Geert Ridder: Vrije Universiteit Amsterdam
Kees van Montfort: Vrije Universiteit Amsterdam

No 98-034/4, Tinbergen Institute Discussion Papers from Tinbergen Institute

Abstract: We show that a sufficient condition for the identification ofall parameters of the censored regression model with astochastic and unobserved threshold is that the errors are jointlynormally distributed. Exclusion restrictions are not needed.

Keywords: censored regression; unobserved threshold; identification (search for similar items in EconPapers)
JEL-codes: C34 (search for similar items in EconPapers)
Date: 1998-03-23
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