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IV Estimation of Panel Data Tobit Models with Normal Errors

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  • Bo E. Honore

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.

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  • Bo E. Honore, 2024. "IV Estimation of Panel Data Tobit Models with Normal Errors," Papers 2401.04803, arXiv.org.
    • Handle: RePEc:arx:papers:2401.04803
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