IV Estimation of Panel Data Tobit Models with Normal Errors
| Autor: | Honore, Bo E. |
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| Rok vydání: | 2024 |
| Předmět: | |
| Druh dokumentu: | Working Paper |
| Popis: | 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. Comment: This is a very old unpublished draft that is relevant for the recent literature that constructs moment conditions in nonlinear panel data models |
| Databáze: | arXiv |
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