Advanced Search
MyIDEAS: Login to save this paper or follow this series

An Exogeneity Test for the Simultaneous Equation Tobit Model With an Application to Labour Supply

Contents:

Author Info

  • Richard Smith
  • Richard Blundell

Abstract

A 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 Info

To 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 Info

Paper provided by Queen's University, Department of Economics in its series Working Papers with number 546.

as in new window
Length: 24
Date of creation: 1983
Date of revision:
Handle: RePEc:qed:wpaper:546

Contact details of provider:
Postal: Kingston, Ontario, K7L 3N6
Phone: (613) 533-2250
Fax: (613) 533-6668
Email:
Web page: http://qed.econ.queensu.ca/
More information through EDIRC

Related research

Keywords:

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. 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).
  2. repec:iza:izadps:dp is not listed on IDEAS
  3. 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).
  4. 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.
  5. Adrian Pagan, 1985. "Two Stage and Related Estimators and Their Applications," Cowles Foundation Discussion Papers 741, Cowles Foundation for Research in Economics, Yale University.
  6. Xiaodi Xie, 1997. "Children and female labour supply behaviour," Applied Economics, Taylor & Francis Journals, vol. 29(10), pages 1303-1310.

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:qed:wpaper:546. 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: (Mark Babcock).

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.