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A Two-Step First Difference Estimator for a Panel Data Tobit Model under Conditional Mean Independence Assumptions

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  • Kalwij, A.S.

    (Tilburg University, Center For Economic Research)

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  • Kalwij, A.S., 2004. "A Two-Step First Difference Estimator for a Panel Data Tobit Model under Conditional Mean Independence Assumptions," Discussion Paper 2004-67, Tilburg University, Center for Economic Research.
    • Handle: RePEc:tiu:tiucen:473a102b-78d1-4add-847f-5ac2f2ab8c3a
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    References listed on IDEAS

    as
    1. Wooldridge, Jeffrey M., 1995. "Selection corrections for panel data models under conditional mean independence assumptions," Journal of Econometrics, Elsevier, vol. 68(1), pages 115-132, July.
    2. Ekaterini Kyriazidou, 1997. "Estimation of a Panel Data Sample Selection Model," Econometrica, Econometric Society, vol. 65(6), pages 1335-1364, November.
    3. Kalwij, A.S., 2000. "A Maximum Likelihood Estimator based on First Differences for a Panel Data Tobit Model with Individual Specific Effects," Other publications TiSEM 91721ef8-f1c1-419f-a836-f, Tilburg University, School of Economics and Management.
    4. repec:adr:anecst:y:1999:i:55-56:p:06 is not listed on IDEAS
    5. Nijman, T.E. & Verbeek, M.J.C.M., 1992. "Non-response in panel data : The impact on estimates of a life cycle consumption function," Other publications TiSEM 3c661e33-2cd1-47f1-a7d9-3, Tilburg University, School of Economics and Management.
    6. Adriaan S. Kalwij & Mary Gregory, 2005. "A panel data analysis of the effects of wages, standard hours and unionization on paid overtime work in Britain," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 168(1), pages 207-231, January.
    7. Kalwij, Adriaan S., 2003. "A maximum likelihood estimator based on first differences for a panel data Tobit model with individual specific effects," Economics Letters, Elsevier, vol. 81(2), pages 165-172, November.
    8. Nijman, Theo & Verbeek, Marno, 1992. "Nonresponse in Panel Data: The Impact on Estimates of a Life Cycle Consumption Function," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 7(3), pages 243-257, July-Sept.
    9. María Engracia Rochina-Barrachina, 1999. "A New Estimator for Panel Data Sample Selection Models," Annals of Economics and Statistics, GENES, issue 55-56, pages 153-181.
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