Stationarity and mixing properties of the dynamic Tobit model
We establish strict stationarity and strong mixing properties of the dynamic Tobit process. Using these results we show that the regularity conditions for bias corrections in general non-linear dynamic panel models are satisfied for the dynamic Tobit model.
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- Robert M. de Jong & Tiemen Woutersen, 2007.
"Dynamic time series binary choice,"
Economics Working Paper Archive
538, The Johns Hopkins University,Department of Economics.
- Tiemen Woutersen & Robert M. de Jong, 2004. "Dynamic time series binary choice," Econometric Society 2004 North American Summer Meetings 365, Econometric Society.
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