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

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  • 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.

Suggested Citation

  • Richard Smith & Richard Blundell, 1983. "An Exogeneity Test for the Simultaneous Equation Tobit Model With an Application to Labour Supply," Working Papers 546, Queen's University, Department of Economics.
  • Handle: RePEc:qed:wpaper:546
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    Cited by:

    1. Adrian Pagan, 1986. "Two Stage and Related Estimators and Their Applications," Review of Economic Studies, Oxford University Press, vol. 53(4), pages 517-538.
    2. Xiaodi Xie, 1997. "Children and female labour supply behaviour," Applied Economics, Taylor & Francis Journals, vol. 29(10), pages 1303-1310.
    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. repec:iza:izadps:dp is not listed on IDEAS
    5. 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, March.
    6. 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).

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