An Investigation of the Robustness of the Tobit Estimator to Non-Normality
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Han Hong & Elie Tamer, 2003.
"Inference in Censored Models with Endogenous Regressors,"
Econometric Society, vol. 71(3), pages 905-932, May.
- Elie Tamer, 2000. "Inference in Censored Models with Endogenous Regressors," Econometric Society World Congress 2000 Contributed Papers 1815, Econometric Society.
- Giorgio Calzolari & Gabriele Fiorentini, 1998. "A tobit model with garch errors," Econometric Reviews, Taylor & Francis Journals, vol. 17(1), pages 85-104.
- Charlier, Erwin & Melenberg, Bertrand & van Soest, Arthur, 2000.
"Estimation of a censored regression panel data model using conditional moment restrictions efficiently,"
Journal of Econometrics,
Elsevier, vol. 95(1), pages 25-56, March.
- Charlier, G.W.P. & Melenberg, B. & van Soest, A.H.O., 1995. "Estimation of a censored regression panel data model using conditional moment restrictions efficiently," Discussion Paper 1995-114, Tilburg University, Center for Economic Research.
- Heather E. Campbell & Laura R. Peck & Michael K. Tschudi, 2010. "Justice for All? A Cross-Time Analysis of Toxics Release Inventory Facility Location," Review of Policy Research, Policy Studies Organization, vol. 27(1), pages 1-25, January.
- Maskey, Vishakha & Brown, Cheryl & Collins, Alan R. & Nassar, Hala F., 2007. "What Is Historic Integrity Worth to the General Public? Evidence from a Proposed Relocation of a West Virginia Agricultural Mill," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 36(1), April.
- Jorge David Quinteo Otero & William Orlando Prieto Bustos & Fernando Barrios Aguirre & Laura Elena Leviller Guardo, 2008. "Determinantes de la eficiencia técnica en las empresas colombianas, 2001-2004," REVISTA SEMESTRE ECONÓMICO, UNIVERSIDAD DE MEDELLÍN, November.
- Gordon B. Dahl, 2002.
"Mobility and the Return to Education: Testing a Roy Model with Multiple Markets,"
Econometric Society, vol. 70(6), pages 2367-2420, November.
- Gordon B. Dahl, 1997. "Mobility and the Returns to Education: Testing A Roy Model With Multiple Markets," Working Papers 760, Princeton University, Department of Economics, Industrial Relations Section..
- Gordon B. Dahl, 2002. "Mobility and the Return to Education: Testing a Roy Model with Multiple Markets," RCER Working Papers 488, University of Rochester - Center for Economic Research (RCER).
- Whang, Yoon-Jae & Andrews, Donald W. K., 1993.
"Tests of specification for parametric and semiparametric models,"
Journal of Econometrics,
Elsevier, vol. 57(1-3), pages 277-318.
- Yoon-Jae Whang & Donald W.K. Andrews, 1991. "Tests of Specification for Parametric and Semiparametric Models," Cowles Foundation Discussion Papers 968, Cowles Foundation for Research in Economics, Yale University.
- Carboni, Oliviero A., 2012. "An empirical investigation of the determinants of R&D cooperation: An application of the inverse hyperbolic sine transformation," Research in Economics, Elsevier, vol. 66(2), pages 131-141.
- Salmon, Claire & Tanguy, Jeremy, 2016.
"Rural Electrification and Household Labor Supply: Evidence from Nigeria,"
Elsevier, vol. 82(C), pages 48-68.
- Claire Salmon & Jeremy Tanguy, 2014. "Rural Electrification and Household Labor Supply: Evidence from Nigeria," TEPP Working Paper 2014-10, TEPP.
- Claire Salmon & Jeremy Tanguy, 2016. "Rural Electrification and Household Labor Supply: Evidence from Nigeria," Post-Print hal-01588336, HAL.
- Claire Salmon & Jérémy Tanguy, 2014. "Rural Electrification and Household Labor Supply: Evidence from Nigeria," Working Papers halshs-01100275, HAL.
- Kim, Kayoung & Cho, Youngsang, 2017. "Estimation of power outage costs in the industrial sector of South Korea," Energy Policy, Elsevier, vol. 101(C), pages 236-245.
- repec:oup:jecgeo:v:18:y:2018:i:1:p:1-33. is not listed on IDEAS
- Čížek, Pavel, 2012.
"Semiparametric robust estimation of truncated and censored regression models,"
Journal of Econometrics,
Elsevier, vol. 168(2), pages 347-366.
- Cizek, P., 2008. "Semiparametric Robust Estimation of Truncated and Censored Regression Models," Discussion Paper 2008-34, Tilburg University, Center for Economic Research.
- David Jesuit & Piotr Paradowski & Vincent Mahler, 2008. "The Conditional Effects of Income Inequality on Extreme Right Wing Votes: A Subnational Analysis of Western Europe in the 1990â€™s," LIS Working papers 486, LIS Cross-National Data Center in Luxembourg.
- Melvin Stephens, 2002. "Worker Displacement and the Added Worker Effect," Journal of Labor Economics, University of Chicago Press, vol. 20(3), pages 504-537, July.
- Melvin Stephens Jr., 2003.
""3rd of tha Month": Do Social Security Recipients Smooth Consumption Between Checks?,"
American Economic Review,
American Economic Association, vol. 93(1), pages 406-422, March.
- Melvin Stephens Jr., 2002. "'3rd of tha Month': Do Social Security Recipients Smooth Consumption Between Checks?," NBER Working Papers 9135, National Bureau of Economic Research, Inc.
- Otter, Pieter W. & Scheer, Hiek van der & Wansbeek, Tom, 2006. "Optimal selection of households for direct marketing by joint modeling of the probability and quantity of response," CCSO Working Papers 200606, University of Groningen, CCSO Centre for Economic Research.
- Sun, Lih-Chyun & Hoehn, John P., 1993. "Modeling Multiple Responses in Contingent Valuation: Omitted Variables and Intra-Respondence Correlation," Staff Papers 201170, Michigan State University, Department of Agricultural, Food, and Resource Economics.
- Salehi-Isfahani, Djavad & Majbouri, Mehdi, 2013. "Mobility and the dynamics of poverty in Iran: Evidence from the 1992–1995 panel survey," The Quarterly Review of Economics and Finance, Elsevier, vol. 53(3), pages 257-267.
- Li Gan & Tarun Sabarwal, 2005. "A Simple Test of Adverse Events and Strategic Timing Theories of Consumer Bankruptcy," NBER Working Papers 11763, National Bureau of Economic Research, Inc.
- Vijverberg, Wim P., 2000. "Betit: A Family That Nests Probit and Logit," IZA Discussion Papers 222, Institute for the Study of Labor (IZA).
- Daniel Ordoñez-Callamand & Mauricio Villamizar-Villegas & Luis F. Melo-Velandia, 2016. "Foreign Exchange Intervention Revisited: A New Way of Estimating Censored Models," Borradores de Economia 972, Banco de la Republica de Colombia.
- repec:spr:reihed:v:58:y:2017:i:4:d:10.1007_s11162-016-9429-8 is not listed on IDEAS
- Helen H. Jensen & Steven T. Yen, 1995.
"U.S. Food Expenditures Away From Home by Type of Meal,"
Center for Agricultural and Rural Development (CARD) Publications
95-wp143, Center for Agricultural and Rural Development (CARD) at Iowa State University.
- Jensen, Helen H. & Yen, Steven, 1996. "U.S. Food Expenditures Away from Home by Type of Meal," Staff General Research Papers Archive 922, Iowa State University, Department of Economics.
- Kohei Enami & John Mullahy, 2009.
"Tobit at fifty: a brief history of Tobin's remarkable estimator, of related empirical methods, and of limited dependent variable econometrics in health economics,"
John Wiley & Sons, Ltd., vol. 18(6), pages 619-628.
- Kohei Enami & John Mullahy, 2008. "Tobit at Fifty: A Brief History of Tobin's Remarkable Estimator, of Related Empirical Methods, and of Limited Dependent Variable Econometrics in Health Economics," NBER Working Papers 14512, National Bureau of Economic Research, Inc.
- Stern, Steven, 1996. "Semiparametric estimates of the supply and demand effects of disability on labor force participation," Journal of Econometrics, Elsevier, vol. 71(1-2), pages 49-70.
- repec:dgr:rugccs:200606 is not listed on IDEAS
- Bai, Junfei & Wahl, Thomas I. & Lohmar, Bryan T. & Huang, Jikun, 2010. "Food away from home in Beijing: Effects of wealth, time and "free" meals," China Economic Review, Elsevier, vol. 21(3), pages 432-441, September.
- Franco Peracchi, 1988. "Bounded Influence Estimators for the Censored Regression Model," UCLA Economics Working Papers 487, UCLA Department of Economics.
- McDonald, James B. & Xu, Yexiao J., 1996. "A comparison of semi-parametric and partially adaptive estimators of the censored regression model with possibly skewed and leptokurtic error distributions," Economics Letters, Elsevier, vol. 51(2), pages 153-159, May.
- Getachew A. Dagne, 2016. "Bayesian segmental growth mixture Tobit models with skew distributions," Computational Statistics, Springer, vol. 31(1), pages 121-137, March.
- David Aristei & Luca Pieroni, 2008.
"A double-hurdle approach to modelling tobacco consumption in Italy,"
Taylor & Francis Journals, vol. 40(19), pages 2463-2476.
- David Aristei & Luca Pieroni, 2007. "A Double-Hurdle Approach to Modelling Tobacco Consumption in Italy," Quaderni del Dipartimento di Economia, Finanza e Statistica 29/2007, Università di Perugia, Dipartimento Economia.
- Giannetti, Mariassunta & Liao, Guanmin & Yu, Xiaoyun, 2012. "The Brain Gain of Corporate Boards: A Natural Experiment from China," CEPR Discussion Papers 9190, C.E.P.R. Discussion Papers.
- Cai, Fang & Giles, John & Meng, Xin, 2006. "How well do children insure parents against low retirement income? An analysis using survey data from urban China," Journal of Public Economics, Elsevier, vol. 90(12), pages 2229-2255, December.
- Dagne Getachew & Huang Yangxin, 2012. "Bayesian inference for a nonlinear mixed-effects Tobit model with multivariate skew-t distributions: application to AIDS studies," The International Journal of Biostatistics, De Gruyter, vol. 8(1), pages 1-24, September.
- Schafgans, Marcia M. A., 2000. "Gender wage differences in Malaysia: parametric and semiparametric estimation," Journal of Development Economics, Elsevier, vol. 63(2), pages 351-378, December.
- José M. Labeaga & Xisco Oliver & Amedeo Spadaro, "undated". "Measuring Changes in Health Capital," Working Papers 2005-15, FEDEA.
- H. Naci Mocan & Erdal Tekin, 2003.
"Nonprofit Sector and Part-Time Work: An Analysis of Employer-Employee Matched Data on Child Care Workers,"
The Review of Economics and Statistics,
MIT Press, vol. 85(1), pages 38-50, February.
- H. Naci Mocan & Erdal Tekin, 2000. "Nonprofit Sector and Part-Time Work: An Analysis of Employer-Employee Matched Data of Child Care Workers," NBER Working Papers 7977, National Bureau of Economic Research, Inc.
- Mocan, Naci & Tekin, Erdal, 2001. "Nonprofit Sector and Part-Time Work: An Analysis of Employer-Employee Matched Data of Child Care Workers," IZA Discussion Papers 408, Institute for the Study of Labor (IZA).
- Halkos, George, 2012. "Assessing the economic value of protecting artificial lakes," MPRA Paper 39557, University Library of Munich, Germany.
- Kuuluvainen, Jari & Karppinen, Heimo & Hänninen, Harri & Uusivuori, Jussi, 2014. "Effects of gender and length of land tenure on timber supply in Finland," Journal of Forest Economics, Elsevier, vol. 20(4), pages 363-379.
- Slim, Skander & Dahmene, Meriam, 2016. "Asymmetric information, volatility components and the volume–volatility relationship for the CAC40 stocks," Global Finance Journal, Elsevier, vol. 29(C), pages 70-84.
- Mroz, Thomas A., 1999. "Discrete factor approximations in simultaneous equation models: Estimating the impact of a dummy endogenous variable on a continuous outcome," Journal of Econometrics, Elsevier, vol. 92(2), pages 233-274, October.
- Steven Yen & Hung-Hao Chang & Tsui-Fang Lin, 2013. "Out-of-pocket expenditures on traditional and Western medicine in Taiwan," International Journal of Public Health, Springer;Swiss School of Public Health (SSPH+), vol. 58(4), pages 583-592, August.
- Rosa L. Matzkin, 1990. "Estimation of Multinomial Models Using Weak Monotonicity Assumptions," Cowles Foundation Discussion Papers 957, Cowles Foundation for Research in Economics, Yale University.
- Zhen Liu & Arne Henningsen, 2016.
"The effects of China's Sloping Land Conversion Program on agricultural households,"
International Association of Agricultural Economists, vol. 47(3), pages 295-307, May.
- Zhen Liu & Arne Henningsen, 2014. "The Effects of China’s Sloping Land Conversion Program on Agricultural Households," IFRO Working Paper 2014/10, University of Copenhagen, Department of Food and Resource Economics.
- Fernández Sainz, Ana Isabel & Rodríguez Poo, Juan M. & Villanúa Martín, Inmaculada, 1999. "Finite sample behavior of two step estimators in selection models," BILTOKI 1999-06, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
- Teresa Aparicio & Inmaculada Villanua, 2001. "The asymptotically efficient version of the information matrix test in binary choice models. A study of size and power," Journal of Applied Statistics, Taylor & Francis Journals, vol. 28(2), pages 167-182.
- Milu Muyanga & Miltone Ayieko & Mary Bundi, 2007. "Transient and Chronic Rural Household Poverty: Evidence from Kenya," Working Papers PMMA 2007-20, PEP-PMMA.
- Shiu, Ji-Liang, 2016. "Identification and estimation of endogenous selection models in the presence of misclassification errors," Economic Modelling, Elsevier, vol. 52(PB), pages 507-518.
- Jalan, Jyotsna & Ravallion, Martin, 1998. "Determinants of transient and chronic poverty : evidence from rural China," Policy Research Working Paper Series 1936, The World Bank.
- Lahvicka, Jiri, 2010. "Attendance of ice hockey matches in the Czech Extraliga," MPRA Paper 27653, University Library of Munich, Germany.
- Bilgic, Abdulbaki & Florkowski, Wojciech J. & Yen, Steven T. & Akbay, Cuma, 2013. "Tobacco spending patterns and their health-related implications in Turkey," Journal of Policy Modeling, Elsevier, vol. 35(1), pages 1-15.
- repec:spr:stpapr:v:59:y:2018:i:1:d:10.1007_s00362-016-0761-z is not listed on IDEAS
- repec:pal:jorsoc:v:60:y:2009:i:7:d:10.1057_palgrave.jors.2602637 is not listed on IDEAS