An Exogeneity Test for the Simultaneous Equation Tobit Model With an Application to Labour Supply
AbstractA test of weak exogeneity in the simultaneous equation Tobit model is proposed and illustrated using a female labour supply model estimated using cross-section data. The test statistic can be simply output from any standard Tobit maximum likelihood package, and is asymptotically efficient. The procedure provides consistent estimators for the simultaneous Tobit model whose asymptotic covariance matrix is a simple extension of the usual Tobit formula. We also provide the Lagrange Multiplier test of weak exogeneity.
Download InfoTo our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
Bibliographic InfoPaper provided by Queen's University, Department of Economics in its series Working Papers with number 546.
Date of creation: 1983
Date of revision:
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Yoko Niimi & Thai Hung Pham & Barry Reilly, 2009.
"Determinants of Remittances: Recent Evidence Using Data on Internal Migrants in Vietnam,"
Asian Economic Journal,
East Asian Economic Association, vol. 23(1), pages 19-39, 03.
- Niimi, Yoko & Pham, Thai Hung & Reilly, Barry, 2008. "Determinants of remittances : recent evidence using data on internal migrants in Vietnam," Policy Research Working Paper Series 4586, The World Bank.
- Aye, Goodness C. & Mungatana, Eric D., 2010. "Technological Innovation and Efficiency in the Nigerian Maize Sector: Parametric Stochastic and Non-parametic Distance Function Approaches," 2010 AAAE Third Conference/AEASA 48th Conference, September 19-23, 2010, Cape Town, South Africa 95965, African Association of Agricultural Economists (AAAE) & Agricultural Economics Association of South Africa (AEASA).
- Adrian Pagan, 1985.
"Two Stage and Related Estimators and Their Applications,"
Cowles Foundation Discussion Papers
741, Cowles Foundation for Research in Economics, Yale University.
- Pagan, Adrian, 1986. "Two Stage and Related Estimators and Their Applications," Review of Economic Studies, Wiley Blackwell, vol. 53(4), pages 517-38, August.
- Xiaodi Xie, 1997. "Children and female labour supply behaviour," Applied Economics, Taylor & Francis Journals, vol. 29(10), pages 1303-1310.
- repec:iza:izadps:dp is not listed on IDEAS
- de la Briere, Benedicte & de Janvry, Alain & Lambert, Sylvie & Sadoulet, Elisabeth, 1997. "Why do migrants remit?," FCND discussion papers 37, International Food Policy Research Institute (IFPRI).
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Mark Babcock).
If references are entirely missing, you can add them using this form.