Advanced Search
MyIDEAS: Login

Estimation of Panel Data Models with Two-sided Censoring

Contents:

Author Info

  • Bo Honoré

    (Department of Economics, Princeton University)

  • Søren Leth-Petersen

    (Akf - Institute of Local Government Studies, Denmark)

Registered author(s):

    Abstract

    It is straightforward to construct moment conditions for two-sided censored panel data regression models with strictly exogenous explanatory variables. The contribution of this note is to show that one set of these moment conditions uniquely identify the parameters of the model under a natural full-rank condition.

    Download Info

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
    File URL: http://www.econ.ku.dk/cam/wp0910/wp0406/2006-14.pdf/
    Download Restriction: no

    Bibliographic Info

    Paper provided by University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics in its series CAM Working Papers with number 2006-14.

    as in new window
    Length: 9 pages
    Date of creation: Nov 2006
    Date of revision:
    Handle: RePEc:kud:kuieca:2006_14

    Contact details of provider:
    Postal: Øster Farimagsgade 5, Building 26, DK-1353 Copenhagen K., Denmark
    Phone: (45) 35 32 30 74
    Fax: +45 35 32 30 00
    Email:
    Web page: http://www.econ.ku.dk/CAM/
    More information through EDIRC

    Related research

    Keywords:

    This paper has been announced in the following NEP Reports:

    References

    No references listed on IDEAS
    You can help add them by filling out this form.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as in new window

    Cited by:
    1. Michaud, Pierre-Carl & van Soest, Arthur, 2007. "How Did the Elimination of the Earnings Test above the Normal Retirement Age Affect Retirement Expectations?," IZA Discussion Papers 2868, Institute for the Study of Labor (IZA).
    2. Paul Smith & David Love, 2007. "Does health affect portfolio choice?," Finance and Economics Discussion Series 2007-45, Board of Governors of the Federal Reserve System (U.S.).

    Lists

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    Statistics

    Access and download statistics

    Corrections

    When requesting a correction, please mention this item's handle: RePEc:kud:kuieca:2006_14. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Thomas Hoffmann).

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.