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Further evidence on the robustness of the Tobit estimator to heteroskedasticity

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Arabmazar, Abbas
Schmidt, Peter

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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 17 (1981)
Issue (Month): 2 (November)
Pages: 253-258
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Handle: RePEc:eee:econom:v:17:y:1981:i:2:p:253-258

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  1. Franco Peracchi, 1988. "Bounded Influence Estimators for the Censored Regression Model," UCLA Economics Working Papers 487, UCLA Department of Economics. [Downloadable!]
  2. Mitali Das, 2002. "Estimators and inference in a censored regression model with endogenous covariates," Discussion Papers 0102-61, Columbia University, Department of Economics. [Downloadable!]
  3. Gabriele Fiorentini & Giorgio Calzolari, 1997. "-A Tobit Model With Garch Errors," Working Papers. Serie AD 1997-13, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
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  4. Helen H. Jensen & Steven T. Yen, 1995. "U.S. Food Expenditures Away From Home by Type of Meal," Center for Agricultural and Rural Development (CARD) Publications 95-wp143, Center for Agricultural and Rural Development (CARD) at Iowa State University. [Downloadable!]
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  5. Shi Li & Pingping Wang & Ximing Yue, 2007. "The Causes of Chronic and Transient Poverty and Their Implications for Poverty Reduction Policy in Rural China," Cahiers de recherche PMMA 2007-12, PEP-PMMA. [Downloadable!]
  6. Bellemare, C. & Kroger, S., 2003. "On representative trust," Discussion Paper 47, Tilburg University, Center for Economic Research. [Downloadable!]
  7. Markus Baldauf & J.M.C. Santos Silva, 2009. "On the use of robust regression in econometrics," Economics Discussion Papers 664, University of Essex, Department of Economics. [Downloadable!]
  8. Kohei Enami & John Mullahy, 2008. "Tobit at Fifty: A Brief History of Tobin's Remarkable Estimator, of Related Empirical Methods, and of Limited Dependent Variable Econometrics in Health Economics," NBER Working Papers 14512, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  9. José M. Labeaga & Xisco Oliver & Amedeo Spadaro, . "Measuring Changes in Health Capital," Working Papers 2005-15, FEDEA. [Downloadable!]
  10. Pan, Suwen & Jensen, Helen H., 2002. "Eating Out: An Important Source Of Food For The Poor And The Food Insecure," 2002 Annual meeting, July 28-31, Long Beach, CA 19805, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
  11. Kohei Enami & John Mullahy, 2009. "Tobit at fifty: a brief history of Tobin's remarkable estimator, of related empirical methods, and of limited dependent variable econometrics in health economics," Health Economics, John Wiley & Sons, Ltd., vol. 18(6), pages 619-628. [Downloadable!]
  12. Cory Koedel & Julian Betts, 2009. "Value-Added to What? How a Ceiling in the Testing Instrument Influences Value-Added Estimation," NBER Working Papers 14778, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  13. P. Cizek, . "Robust Estimation in Nonlinear Regression and Limited Dependent Variable Models," Sonderforschungsbereich 373 2001-100, Humboldt Universitaet Berlin.
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  14. Jolliffe, Dean, 1997. "Whose education matters in the determination of household income," FCND discussion papers 39, International Food Policy Research Institute (IFPRI). [Downloadable!]
  15. Gordon B. Dahl, 2002. "Mobility and the Return to Education: Testing a Roy Model with Multiple Markets," RCER Working Papers 488, University of Rochester - Center for Economic Research (RCER). [Downloadable!]
  16. Ana Fernandez-Sainz & Juan M. Rodriguez-Poo & Inmaculada Villanua Martin, 1999. "Finite sample behavior of two step estimators in selection models," BILTOKI 199906, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística). [Downloadable!]
  17. Dean Jolliffe, 2001. "The Gender Wage Gap in Bulgaria: A Semiparametric Estimation of Discrimination," William Davidson Institute Working Papers Series 401, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]
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  18. Steven T. Yen & Helen H. Jensen, 1995. "Modeling Consumption with Limited Dependent Variables: Applications to Pork and Cheese. Dietary Assessment Research Series Report 3," Center for Agricultural and Rural Development (CARD) Publications 95-sr76, Center for Agricultural and Rural Development (CARD) at Iowa State University. [Downloadable!]
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  19. Steven T. Yen & Helen H. Jensen, 1995. "Determinants of Household Expenditures on Alcohol," Center for Agricultural and Rural Development (CARD) Publications 95-wp144, Center for Agricultural and Rural Development (CARD) at Iowa State University. [Downloadable!]
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  20. Charles Brown & Robert Moffitt, 1983. "The Effect of Ignoring Heteroscedasticity on Estimates of the Tobit Model," NBER Technical Working Papers 0027, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  21. Stefan Hochguertel & Henry Ohlsson, 2007. "Compensatory Inter Vivos Gifts," Tinbergen Institute Discussion Papers 07-074/3, Tinbergen Institute. [Downloadable!]
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  22. Vijverberg, Wim P.M., 2000. "Betit: A Family That Nests Probit and Logit," IZA Discussion Papers 222, Institute for the Study of Labor (IZA). [Downloadable!]
  23. Martin, Will & Pham, Cong S., 2008. "Estimating the Gravity Equation when Zero Trade Flows are Frequent," MPRA Paper 9453, University Library of Munich, Germany. [Downloadable!]
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