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Further evidence on the robustness of the Tobit estimator to heteroskedasticity

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Cited by:

  1. Domenico Depalo, 2020. "Explaining the causal effect of adherence to medication on cholesterol through the marginal patient," Health Economics, John Wiley & Sons, Ltd., vol. 29(S1), pages 110-126, October.
  2. Giorgio Calzolari & Gabriele Fiorentini, 1998. "A tobit model with garch errors," Econometric Reviews, Taylor & Francis Journals, vol. 17(1), pages 85-104.
  3. Croonenbroeck, Carsten & Møller Dahl, Christian, 2014. "Accurate medium-term wind power forecasting in a censored classification framework," Discussion Papers 351, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics.
  4. Stefan Hochguertel & Henry Ohlsson, 2009. "Compensatory inter vivos gifts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(6), pages 993-1023.
  5. James J. Heckman, 2001. "Micro Data, Heterogeneity, and the Evaluation of Public Policy: Nobel Lecture," Journal of Political Economy, University of Chicago Press, vol. 109(4), pages 673-748, August.
  6. Billingsley Kaambwa & Lucinda Billingham & Stirling Bryan, 2013. "Mapping utility scores from the Barthel index," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 14(2), pages 231-241, April.
  7. 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.
  8. Croonenbroeck, Carsten & Dahl, Christian Møller, 2014. "Accurate medium-term wind power forecasting in a censored classification framework," Energy, Elsevier, vol. 73(C), pages 221-232.
  9. 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.
  10. Ismael Arciniegas Rueda, 2012. "Empirical Analysis Of Speculative Attacks With Contractionary Real Effects," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 19(2), pages 102-127, April.
  11. Gorton, Matthew & Sauer, Johannes & Peshevski, Mile & Bosev, Dane & Shekerinov, Darko & Quarrie, Steve, 2009. "Water Communities in the Republic of Macedonia: An Empirical Analysis of Membership Satisfaction and Payment Behavior," World Development, Elsevier, vol. 37(12), pages 1951-1963, December.
  12. Renes, Gusta & Ridder, Geert, 1995. "Are women overqualified," Labour Economics, Elsevier, vol. 2(1), pages 3-18, March.
  13. Jolliffe, Dean, 2002. "Whose Education Matters in the Determination of Household Income? Evidence from a Developing Country," Economic Development and Cultural Change, University of Chicago Press, vol. 50(2), pages 287-312, January.
  14. Brunner, Eric & Sonstelie, Jon, 2003. "School finance reform and voluntary fiscal federalism," Journal of Public Economics, Elsevier, vol. 87(9-10), pages 2157-2185, September.
  15. David Reinstein & Gerhard Riener, 2012. "Decomposing desert and tangibility effects in a charitable giving experiment," Experimental Economics, Springer;Economic Science Association, vol. 15(1), pages 229-240, March.
  16. Cox, Thomas L. & Briggs, Hugh, 1989. "Heteroscedastic Tobit Models: The Household Demand for Fresh Potatoes Revisited," Staff Papers 200482, University of Wisconsin-Madison, Department of Agricultural and Applied Economics.
  17. Sun, Lih-Chyun & Hoehn, John P., 1993. "Modeling Multiple Responses in Contingent Valuation: Omitted Variables and Intra-Respondence Correlation," Staff Paper Series 201170, Michigan State University, Department of Agricultural, Food, and Resource Economics.
  18. Vijverberg, Wim P., 2000. "Betit: A Family That Nests Probit and Logit," IZA Discussion Papers 222, Institute of Labor Economics (IZA).
  19. Helen H. Jensen & Steven T. Yen, 1996. "Food Expenditures Away From Home by Type of Meal," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 44(1), pages 67-80, March.
  20. Marco Riani & Anthony C. Atkinson & Aldo Corbellini & Gianluca Morelli, 2025. "Robust tobit regression for censored observations using extended Box–Cox transformations," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 34(3), pages 385-408, July.
  21. 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.
  22. Yen, Steven T. & Su, Shew-Jiuan, 1995. "Modeling U.S. Butter Consumption With Zero Observations," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 24(01), pages 1-9, April.
  23. Andrew K.G. Tan & Steven T. Yen & Abdul Rahman Hasan, 2016. "Cigarette and Alcohol Expenditures in Malaysia: Implications for Anti‐Smoking and Drinking Policies," Asian Economic Journal, East Asian Economic Association, vol. 30(4), pages 401-421, December.
  24. Eric J. Tchetgen Tchetgen & Kathleen E. Wirth, 2017. "A general instrumental variable framework for regression analysis with outcome missing not at random," Biometrics, The International Biometric Society, vol. 73(4), pages 1123-1131, December.
  25. El ouali Rahmani & Mohammed Benmoumen, 2025. "The Detection Method of the Tobit Model in a Dataset," Stats, MDPI, vol. 8(3), pages 1-17, July.
  26. José M. Labeaga & Xisco Oliver & Amedeo Spadaro, "undated". "Measuring Changes in Health Capital," Working Papers 2005-15, FEDEA.
  27. Cory Koedel & Julian Betts, 2010. "Value Added to What? How a Ceiling in the Testing Instrument Influences Value-Added Estimation," Education Finance and Policy, MIT Press, vol. 5(1), pages 54-81, January.
  28. Rimal, Arbindra & Fletcher, Stanley M. & McWatters, Kay H., 2000. "Nutrition Considerations In Food Selection," International Food and Agribusiness Management Review, International Food and Agribusiness Management Association, vol. 3(01), pages 1-16.
  29. 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.
  30. Martin, Will, 2020. "Making Gravity Great Again," 2020: Economic Implications of COVID-19, December 14-15, Virtual Platform 339376, International Agricultural Trade Research Consortium.
  31. Ana Fernandez Sainz & Juan Rodriguez-Poo & Inmaculada Villanua Martin, 2002. "Finite sample behavior of two step estimators in selection models," Computational Statistics, Springer, vol. 17(1), pages 1-16, March.
  32. Michael Rivera & Cheng Jiang & Subodha Kumar, 2024. "Seek and Ye Shall Find: An Empirical Examination of the Effects of Seeking Real-Time Feedback on Employee Performance Evaluations," Information Systems Research, INFORMS, vol. 35(2), pages 783-806, June.
  33. Jeffrey A. Dubin & Douglas Rivers, 1989. "Selection Bias in Linear Regression, Logit and Probit Models," Sociological Methods & Research, , vol. 18(2-3), pages 360-390, November.
  34. 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.
  35. Darryl Holden, 2011. "Testing for heteroskedasticity in the tobit and probit models," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(4), pages 735-744, November.
  36. Baldauf, Markus & Santos Silva, J.M.C., 2012. "On the use of robust regression in econometrics," Economics Letters, Elsevier, vol. 114(1), pages 124-127.
  37. Gustavsen, Geir Waehler, 2005. "Public Policies and the Demand for Carbonated Soft Drinks: A Censored Quantile Regression Approach," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark 24737, European Association of Agricultural Economists.
  38. Potters, Jan & Xu, Yilong, 2020. "Social information and selfishness," Journal of Economic Behavior & Organization, Elsevier, vol. 177(C), pages 327-340.
  39. 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.
  40. 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.
  41. Yen, Steven T. & Huang, Chung L., 1996. "Household Demand For Finfish: A Generalized Double-Hurdle Model," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 21(2), pages 1-15, December.
  42. Gordon B. Dahl, 2002. "Mobility and the Return to Education: Testing a Roy Model with Multiple Markets," Econometrica, Econometric Society, vol. 70(6), pages 2367-2420, November.
  43. Daniel Pollmann & Thomas Dohmen & Franz Palm, 2020. "Robust Estimation of Wage Dispersion with Censored Data: An Application to Occupational Earnings Risk and Risk Attitudes," De Economist, Springer, vol. 168(4), pages 519-540, December.
  44. Shi Li & Pingping Wang & Ximing Yue, 2007. "The Causes of Chronic and Transient Poverty and Their Implications for Poverty Reduction Policy in Rural China," Working Papers PMMA 2007-12, PEP-PMMA.
  45. J.-M. Daussin-Benichou & A. Mauroux, 2014. "Turning the heat up. How sensitive are households to fiscal incentives on energy efficiency investments?," Documents de Travail de l'Insee - INSEE Working Papers g2014-06, Institut National de la Statistique et des Etudes Economiques.
  46. Pallegedara, Asankha & Mottaleb, Khondoker Abdul, 2018. "Patterns and determinants of private tutoring: The case of Bangladesh households," International Journal of Educational Development, Elsevier, vol. 59(C), pages 43-50.
  47. Pan, Suwen & Jensen, Helen H., 2002. "Eating Out: An Important Source Of Food For The Poor And The Food Insecure," 2002 Annual meeting, July 28-31, Long Beach, CA 19805, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  48. Sunwoong Kim & Ju-Ho Lee, 2010. "Private Tutoring and Demand for Education in South Korea," Economic Development and Cultural Change, University of Chicago Press, vol. 58(2), pages 259-296, January.
  49. Wocken, Meike & Kneib, Thomas, "undated". "Tobit regression to estimate impact of EU market intervention in dairy sector," 123rd Seminar, February 23-24, 2012, Dublin, Ireland 122528, European Association of Agricultural Economists.
  50. Boto-García, David & Leoni, Veronica, 2024. "Noisy signals: Does rating volatility depend on the length of the consumption span?," Economic Modelling, Elsevier, vol. 139(C).
  51. Jolliffe, Dean, 2002. "The Gender Wage Gap in Bulgaria: A Semiparametric Estimation of Discrimination," Journal of Comparative Economics, Elsevier, vol. 30(2), pages 276-295, June.
  52. Sibel Selim, 2013. "A comparative analysis on school attainment in Turkey and Malta: application of the Tobit model," Quality & Quantity: International Journal of Methodology, Springer, vol. 47(5), pages 2709-2722, August.
  53. Daniel Pollmann & Thomas Dohmen & Franz Palm, 2020. "Dispersion estimation; Earnings risk; Censoring; Quantile regression; Occupational choice; Sorting; Risk preferences; SOEP; IABS," ECONtribute Discussion Papers Series 028, University of Bonn and University of Cologne, Germany.
  54. Giebeler, Constanze & Rebeggiani, Luca, 2019. "Who Loves to Gamble? Socio-Economic Factors Determining Gambling Behaviour in Germany," MPRA Paper 94735, University Library of Munich, Germany.
  55. James J. Heckman, 2005. "Micro Data, Heterogeneity and the Evaluation of Public Policy Part 2," The American Economist, Sage Publications, vol. 49(1), pages 16-44, March.
  56. 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," Health Economics, John Wiley & Sons, Ltd., vol. 18(6), pages 619-628, June.
  57. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
  58. Jolliffe, Dean, 2004. "The impact of education in rural Ghana: examining household labor allocation and returns on and off the farm," Journal of Development Economics, Elsevier, vol. 73(1), pages 287-314, February.
  59. Franco Peracchi, 1988. "Bounded Influence Estimators for the Censored Regression Model," UCLA Economics Working Papers 487, UCLA Department of Economics.
  60. 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.
  61. Mayo, Robert, 2017. "Gender and Economic Norms," MPRA Paper 98434, University Library of Munich, Germany.
  62. Khondoker A. Mottaleb & Dil Bahadur Rahut, 2018. "Household production and consumption patterns of Teff in Ethiopia," Agribusiness, John Wiley & Sons, Ltd., vol. 34(3), pages 668-684, June.
  63. Cei, Leonardo & Stefani, Gianluca & Defrancesco, Edi, 2021. "How do local factors shape the regional adoption of geographical indications in Europe? Evidences from France, Italy and Spain," Food Policy, Elsevier, vol. 105(C).
  64. 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.
  65. Ho, Anson T.Y. & Morin, Lealand & Paarsch, Harry J. & Huynh, Kim P., 2022. "A flexible framework for intervention analysis applied to credit-card usage during the coronavirus pandemic," International Journal of Forecasting, Elsevier, vol. 38(3), pages 1129-1157.
  66. Mnasri, Ayman & Nechi, Salem, 2019. "New Approach to Estimating Gravity Models with Heteroscedasticity and Zero Trade Values," MPRA Paper 93426, University Library of Munich, Germany.
  67. 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.
  68. Chen, Ho-Chyuan & Chang, Kuang-Liang & Yu, Shih-Ti, 2012. "Application of the Tobit model with autoregressive conditional heteroscedasticity for foreign exchange market interventions," Japan and the World Economy, Elsevier, vol. 24(4), pages 274-282.
  69. repec:ehu:biltok:5905 is not listed on IDEAS
  70. Reinstein, David & Reiner, Gerhard, 2009. "Desert and Tangibility: Decomposing House Money Effects in a Charitable Giving Experiment," Economics Discussion Papers 2937, University of Essex, Department of Economics.
  71. Calzolari, Giorgio & Fiorentini, Gabriele, 1993. "Estimating variances and covariances in a censored regression model," MPRA Paper 22598, University Library of Munich, Germany, revised 1993.
  72. Justin Dang & Aman Ullah, 2023. "Generalized kernel regularized least squares estimator with parametric error covariance," Empirical Economics, Springer, vol. 64(6), pages 3059-3088, June.
  73. Donald, Stephen G., 1995. "Two-step estimation of heteroskedastic sample selection models," Journal of Econometrics, Elsevier, vol. 65(2), pages 347-380, February.
  74. Charles Brown & Robert Moffitt, 1983. "The Effect of Ignoring Heteroscedasticity on Estimates of the Tobit Model," NBER Technical Working Papers 0027, National Bureau of Economic Research, Inc.
  75. Diansheng Dong & Brian W. Gould, 2000. "Quality versus quantity in Mexican household poultry and pork purchases," Agribusiness, John Wiley & Sons, Ltd., vol. 16(3), pages 333-355.
  76. M Kiygi Calli & M Weverbergh, 2009. "Forecasting newspaper demand with censored regression," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 60(7), pages 944-951, July.
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