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Two tests for strict exogeneity in a correlated random effects panel data Tobit model

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  • Adriaan Kalwij

Abstract

type="main"> This paper presents two tests for strict exogeneity of the covariates in a correlated random effects panel data Tobit model. The tests are applied in an analysis of hours of work of US women. Estimation procedures when a model does not pass a test for strict exogeneity are discussed.

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  • Adriaan Kalwij, 2015. "Two tests for strict exogeneity in a correlated random effects panel data Tobit model," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 69(2), pages 115-125, May.
    • Handle: RePEc:bla:stanee:v:69:y:2015:i:2:p:115-125
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    File URL: http://hdl.handle.net/10.1111/stan.12052
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    1. David Aristei & Gabriele Angori, 2022. "Heterogeneity and state dependence in firms’ access to bank credit," Small Business Economics, Springer, vol. 59(1), pages 47-78, June.

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