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Estimation of Type 3 Tobit Models using Symmetric Trimming and Pairwise Comparisons

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  • Bo E. Honore
  • Ekaterini Kyriazidou
  • Christopher Udry

    (Princeton University)

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Paper provided by Princeton University, Department of Economics in its series Home Pages with number _001.

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Handle: RePEc:wop:priech:_001

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References

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  1. Newey, Whitney K & Powell, James L, 1987. "Asymmetric Least Squares Estimation and Testing," Econometrica, Econometric Society, Econometric Society, vol. 55(4), pages 819-47, July.
  2. James J. Heckman, 1976. "The Common Structure of Statistical Models of Truncation, Sample Selection and Limited Dependent Variables and a Simple Estimator for Such Models," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 5, number 4, pages 475-492 National Bureau of Economic Research, Inc.
  3. Nawata, Kazumitsu, 1990. "Robust estimation based on grouped-adjusted data in censored regression models," Journal of Econometrics, Elsevier, Elsevier, vol. 43(3), pages 337-362, March.
  4. Pakes, Ariel & Pollard, David, 1989. "Simulation and the Asymptotics of Optimization Estimators," Econometrica, Econometric Society, Econometric Society, vol. 57(5), pages 1027-57, September.
  5. Honore, Bo E. & Powell, James L., 1994. "Pairwise difference estimators of censored and truncated regression models," Journal of Econometrics, Elsevier, Elsevier, vol. 64(1-2), pages 241-278.
  6. Duncan, Gregory M., 1986. "A semi-parametric censored regression estimator," Journal of Econometrics, Elsevier, Elsevier, vol. 32(1), pages 5-34, June.
  7. Chen, Songnian, 1994. "Semiparametric median estimation of the Type 3 Tobit model," Economics Letters, Elsevier, Elsevier, vol. 44(4), pages 349-352, April.
  8. Chesher, Andrew & Irish, Margaret, 1987. "Residual analysis in the grouped and censored normal linear model," Journal of Econometrics, Elsevier, Elsevier, vol. 34(1-2), pages 33-61.
  9. Moon, Choon-Geol, 1989. "A Monte Carlo Comparison of Semiparametric Tobit Estimators," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 4(4), pages 361-82, Oct.-Dec..
  10. Fernandez, Luis, 1986. "Non-parametric maximum likelihood estimation of censored regression models," Journal of Econometrics, Elsevier, Elsevier, vol. 32(1), pages 35-57, June.
  11. Heckman, James J, 1979. "Sample Selection Bias as a Specification Error," Econometrica, Econometric Society, Econometric Society, vol. 47(1), pages 153-61, January.
  12. Powell, James L., 1984. "Least absolute deviations estimation for the censored regression model," Journal of Econometrics, Elsevier, Elsevier, vol. 25(3), pages 303-325, July.
  13. Lee, L-F., 1990. "Semiparametric Two Stage Estimation of Sample Selection Models Subject to Tobit-Type Selection Rules," Papers, Minnesota - Center for Economic Research 256, Minnesota - Center for Economic Research.
  14. Lee, L-F., 1990. "Semiparametric Nonlinear Least Square Estimation of Truncated Regression Models," Papers, Minnesota - Center for Economic Research 254, Minnesota - Center for Economic Research.
  15. Chesher, Andrew & Spady, Richard, 1991. "Asymptotic Expansions of the Information Matrix Test Statistic," Econometrica, Econometric Society, Econometric Society, vol. 59(3), pages 787-815, May.
  16. Horowitz, Joel L., 1986. "A distribution-free least squares estimator for censored linear regression models," Journal of Econometrics, Elsevier, Elsevier, vol. 32(1), pages 59-84, June.
  17. Udry, Christopher, 1994. "Risk and Insurance in a Rural Credit Market: An Empirical Investigation in Northern Nigeria," Review of Economic Studies, Wiley Blackwell, Wiley Blackwell, vol. 61(3), pages 495-526, July.
  18. Powell, James L, 1986. "Symmetrically Trimmed Least Squares Estimation for Tobit Models," Econometrica, Econometric Society, Econometric Society, vol. 54(6), pages 1435-60, November.
  19. Honore, Bo E, 1992. "Trimmed LAD and Least Squares Estimation of Truncated and Censored Regression Models with Fixed Effects," Econometrica, Econometric Society, Econometric Society, vol. 60(3), pages 533-65, May.
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Citations

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Cited by:
  1. Harounan Kaziango, 2004. "Motives for Household Private Transfers in Burkina Faso," Working Papers, Economic Growth Center, Yale University 895, Economic Growth Center, Yale University.
  2. Wojciech Kopczuk, 2007. "Bequest and Tax Planning: Evidence from Estate Tax Returns," The Quarterly Journal of Economics, MIT Press, MIT Press, vol. 122(4), pages 1801-1854, November.
  3. Chen, Songnian & Zhou, Yahong, 2010. "Semiparametric and nonparametric estimation of sample selection models under symmetry," Journal of Econometrics, Elsevier, Elsevier, vol. 157(1), pages 143-150, July.
  4. Stacey H. Chen & Shakeeb Khan, 2003. "Nonparametric Estimation of Average Volatility Differentials in Selection Models with an Application to Returns to Schooling," Discussion Papers 03-02, University at Albany, SUNY, Department of Economics.
  5. Gur Huberman & Sheena Iyengar & Wei Jiang, 2007. "Defined Contribution Pension Plans: Determinants of Participation and Contributions Rates," Journal of Financial Services Research, Springer, Springer, vol. 31(1), pages 1-32, February.
  6. Zhang, Zhengyu & He, Xiaobo, 2012. "Estimation of a heteroscedastic binary choice model with an endogenous dummy regressor," Economics Letters, Elsevier, Elsevier, vol. 117(3), pages 753-757.
  7. Jolliffe, Dean, 2002. "The Gender Wage Gap in Bulgaria: A Semiparametric Estimation of Discrimination," Journal of Comparative Economics, Elsevier, vol. 30(2), pages 276-295, June.
  8. Kenneth Y. Chay & James L. Powell, 2001. "Semiparametric Censored Regression Models," Journal of Economic Perspectives, American Economic Association, American Economic Association, vol. 15(4), pages 29-42, Fall.
  9. Tao Chen & Gautam Tripathi, 2014. "A simple consistent test of conditional symmetry in symmetrically trimmed tobit models," CREA Discussion Paper Series 14-04, Center for Research in Economic Analysis, University of Luxembourg.
  10. Roberto Rigobon, 2002. "Contagion: How to Measure It?," NBER Chapters, in: Preventing Currency Crises in Emerging Markets, pages 269-334 National Bureau of Economic Research, Inc.
  11. Blundell, Richard & Powell, James L., 2007. "Censored regression quantiles with endogenous regressors," Journal of Econometrics, Elsevier, Elsevier, vol. 141(1), pages 65-83, November.
  12. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, Princeton University Press, edition 1, volume 1, number 8355.
  13. Chen, Songnian & Khan, Shakeeb, 2000. "Estimating censored regression models in the presence of nonparametric multiplicative heteroskedasticity," Journal of Econometrics, Elsevier, Elsevier, vol. 98(2), pages 283-316, October.
  14. Mealli, Fabrizia & Pacini, Barbara, 2008. "Comparing principal stratification and selection models in parametric causal inference with nonignorable missingness," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 53(2), pages 507-516, December.
  15. Lee, Myoung-jae & Vella, Francis, 2006. "A semi-parametric estimator for censored selection models with endogeneity," Journal of Econometrics, Elsevier, Elsevier, vol. 130(2), pages 235-252, February.
  16. Chen, Songnian, 2000. "Rank estimation of a location parameter in the binary choice model," Journal of Econometrics, Elsevier, Elsevier, vol. 98(2), pages 317-334, October.
  17. repec:fth:prinin:435 is not listed on IDEAS
  18. Insik Min & Sheng jang Sheu & Zijun Wang, 2003. "A Monte Carlo Comparison of Various Semiparametric Type-3 Tobit Estimators," Annals of Economics and Finance, Society for AEF, vol. 4(1), pages 125-136, May.

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