Open AccessIV Estimation of Panel Data Tobit Models with Normal ErrorsOpen Access
Author(s)
Bo E. Honore
Publication year2024
Amemiya (1973) proposed a ``consistent initial estimator'' for the parametersin a censored regression model with normal errors. This paper demonstrates thata similar approach can be used to construct moment conditions forfixed--effects versions of the model considered by Amemiya. This resultsuggests estimators for models that have not previously been considered.
Language(s)English
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