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Performance of Various Estimators for Censored Response Models with Endogenous Regressors

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Author Info
Changhui Kang () (Department of Economics, Chung-Ang University, Seoul, South Korea)
Myoung-jae Lee () (Department of Economics, Korea University, Seoul, South Korea)

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Abstract

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Paper provided by Institute of Economic Research, Korea University in its series Discussion Paper Series with number 0905.

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Length: 23 pages
Date of creation: 2009
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Handle: RePEc:iek:wpaper:0905

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Related research
Keywords: censored response; tobit; endogenous regressors; instruments;

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References listed on IDEAS
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  1. Labeaga, Jose M., 1999. "A double-hurdle rational addiction model with heterogeneity: Estimating the demand for tobacco," Journal of Econometrics, Elsevier, vol. 93(1), pages 49-72, November. [Downloadable!] (restricted)
  2. Powell, James L, 1986. "Symmetrically Trimmed Least Squares Estimation for Tobit Models," Econometrica, Econometric Society, vol. 54(6), pages 1435-60, November. [Downloadable!] (restricted)
  3. Arthur Lewbel, 2007. "Coherency And Completeness Of Structural Models Containing A Dummy Endogenous Variable," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 48(4), pages 1379-1392, November. [Downloadable!] (restricted)
    Other versions:
  4. Angrist, Joshua D, 2001. "Estimations of Limited Dependent Variable Models with Dummy Endogenous Regressors: Simple Strategies for Empirical Practice," Journal of Business & Economic Statistics, American Statistical Association, vol. 19(1), pages 2-16, January.
    Other versions:
  5. Smith, Richard J & Blundell, Richard W, 1986. "An Exogeneity Test for a Simultaneous Equation Tobit Model with an Application to Labor Supply," Econometrica, Econometric Society, vol. 54(3), pages 679-85, May. [Downloadable!] (restricted)
  6. Chernozhukov, Victor & Hansen, Christian, 2008. "Instrumental variable quantile regression: A robust inference approach," Journal of Econometrics, Elsevier, vol. 142(1), pages 379-398, January. [Downloadable!] (restricted)
  7. Kerkhofs, Marcel & Lindeboom, Maarten & Theeuwes, Jules, 1999. "Retirement, financial incentives and health," Labour Economics, Elsevier, vol. 6(2), pages 203-227, June. [Downloadable!] (restricted)
  8. Powell, James L., 1984. "Least absolute deviations estimation for the censored regression model," Journal of Econometrics, Elsevier, vol. 25(3), pages 303-325, July. [Downloadable!] (restricted)
  9. Richard W. Blundell & James L. Powell, 2004. "Endogeneity in Semiparametric Binary Response Models," Review of Economic Studies, Blackwell Publishing, vol. 71, pages 655-679, 07. [Downloadable!] (restricted)
    Other versions:
  10. Powell, James L., 1986. "Censored regression quantiles," Journal of Econometrics, Elsevier, vol. 32(1), pages 143-155, June. [Downloadable!] (restricted)
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