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Estimation of Panel Data Models with Two-sided Censoring


  • Bo Honoré

    (Department of Economics, Princeton University)

  • Søren Leth-Petersen

    (Akf - Institute of Local Government Studies, Denmark)


It is straightforward to construct moment conditions for two-sided censored panel data regression models with strictly exogenous explanatory variables. The contribution of this note is to show that one set of these moment conditions uniquely identify the parameters of the model under a natural full-rank condition.

Suggested Citation

  • Bo Honoré & Søren Leth-Petersen, 2006. "Estimation of Panel Data Models with Two-sided Censoring," CAM Working Papers 2006-14, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics.
  • Handle: RePEc:kud:kuieca:2006_14

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    References listed on IDEAS

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    5. James M. Poterba, 2001. "Taxation and Portfolio Structure: Issues and Implications," NBER Working Papers 8223, National Bureau of Economic Research, Inc.
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    Cited by:

    1. Chen, Songnian, 2010. "Root-N-consistent estimation of fixed-effect panel data transformation models with censoring," Journal of Econometrics, Elsevier, vol. 159(1), pages 222-234, November.
    2. Pierre-Carl Michaud & Arthur vanSoest, 2006. "How Did the Elimination of the Earnings Test Above the Normal Retirement Age Affect Retirement Expectations?," Working Papers wp135, University of Michigan, Michigan Retirement Research Center.
    3. David A. Love & Paul A. Smith, 2010. "Does health affect portfolio choice?," Health Economics, John Wiley & Sons, Ltd., vol. 19(12), pages 1441-1460, December.
    4. Pierre-Carl Michaud & Arthur Van Soest, 2007. "How did the Elimination of the Earnings Test above the Normal Retirement Age affect Retirement Expectations?," Working Papers WR-478, RAND Corporation.

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