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Estimation of Type 3 Tobit Models using Symmetric Trimming and Pairwise Comparisons

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  • Bo E. Honore
  • Ekaterini Kyriazidou
  • Christopher Udry

    (Princeton University)

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  • Bo E. Honore & Ekaterini Kyriazidou & Christopher Udry, "undated". "Estimation of Type 3 Tobit Models using Symmetric Trimming and Pairwise Comparisons," Home Pages _001, Princeton University, Department of Economics.
    • Handle: RePEc:wop:priech:_001
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    File URL: http://www.princeton.edu/~honore/papers/type3.ps
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    References listed on IDEAS

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    1. Horowitz, Joel L., 1986. "A distribution-free least squares estimator for censored linear regression models," Journal of Econometrics, Elsevier, vol. 32(1), pages 59-84, June.
    2. James J. Heckman, 1976. "The Common Structure of Statistical Models of Truncation, Sample Selection and Limited Dependent Variables and a Simple Estimator for Such Models," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 5, number 4, pages 475-492, National Bureau of Economic Research, Inc.
    3. Powell, James L, 1986. "Symmetrically Trimmed Least Squares Estimation for Tobit Models," Econometrica, Econometric Society, vol. 54(6), pages 1435-1460, November.
    4. Duncan, Gregory M., 1986. "A semi-parametric censored regression estimator," Journal of Econometrics, Elsevier, vol. 32(1), pages 5-34, June.
    5. Honore, Bo E, 1992. "Trimmed LAD and Least Squares Estimation of Truncated and Censored Regression Models with Fixed Effects," Econometrica, Econometric Society, vol. 60(3), pages 533-565, May.
    6. Andrews, Donald W K, 1987. "Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers [On Unification of the Asymptotic Theory of Nonlinear Econometric Models]," Econometrica, Econometric Society, vol. 55(6), pages 1465-1471, November.
    7. Christopher Udry, 1994. "Risk and Insurance in a Rural Credit Market: An Empirical Investigation in Northern Nigeria," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 61(3), pages 495-526.
    8. Pakes, Ariel & Pollard, David, 1989. "Simulation and the Asymptotics of Optimization Estimators," Econometrica, Econometric Society, vol. 57(5), pages 1027-1057, September.
    9. Powell, James L., 1984. "Least absolute deviations estimation for the censored regression model," Journal of Econometrics, Elsevier, vol. 25(3), pages 303-325, July.
    10. Nawata, Kazumitsu, 1990. "Robust estimation based on grouped-adjusted data in linear regression models," Journal of Econometrics, Elsevier, vol. 43(3), pages 317-336, March.
    11. Lee, Lung-fei, 1994. "Semiparametric two-stage estimation of sample selection models subject to Tobit-type selection rules," Journal of Econometrics, Elsevier, vol. 61(2), pages 305-344, April.
    12. Lee, Lung-Fei, 1992. "Semiparametic Nonlinear Least-Squares Estimation of Truncated Regression Models," Econometric Theory, Cambridge University Press, vol. 8(1), pages 52-94, March.
    13. Chesher, Andrew & Irish, Margaret, 1987. "Residual analysis in the grouped and censored normal linear model," Journal of Econometrics, Elsevier, vol. 34(1-2), pages 33-61.
    14. Barnett,William A. & Powell,James & Tauchen,George E. (ed.), 1991. "Nonparametric and Semiparametric Methods in Econometrics and Statistics," Cambridge Books, Cambridge University Press, number 9780521370905.
    15. Chesher, Andrew & Spady, Richard, 1991. "Asymptotic Expansions of the Information Matrix Test Statistic," Econometrica, Econometric Society, vol. 59(3), pages 787-815, May.
    16. Chen, Songnian, 1994. "Semiparametric median estimation of the Type 3 Tobit model," Economics Letters, Elsevier, vol. 44(4), pages 349-352, April.
    17. Heckman, James, 2013. "Sample selection bias as a specification error," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 31(3), pages 129-137.
    18. Barnett,William A. & Powell,James & Tauchen,George E. (ed.), 1991. "Nonparametric and Semiparametric Methods in Econometrics and Statistics," Cambridge Books, Cambridge University Press, number 9780521424318.
    19. Nawata, Kazumitsu, 1990. "Robust estimation based on grouped-adjusted data in censored regression models," Journal of Econometrics, Elsevier, vol. 43(3), pages 337-362, March.
    20. Moon, Choon-Geol, 1989. "A Monte Carlo Comparison of Semiparametric Tobit Estimators," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 4(4), pages 361-382, Oct.-Dec..
    21. Newey, Whitney K & Powell, James L, 1987. "Asymmetric Least Squares Estimation and Testing," Econometrica, Econometric Society, vol. 55(4), pages 819-847, July.
    22. Honore, Bo E. & Powell, James L., 1994. "Pairwise difference estimators of censored and truncated regression models," Journal of Econometrics, Elsevier, vol. 64(1-2), pages 241-278.
    23. Fernandez, Luis, 1986. "Non-parametric maximum likelihood estimation of censored regression models," Journal of Econometrics, Elsevier, vol. 32(1), pages 35-57, June.
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