A Maximum Likelihood Estimator based on First Differences for a Panel Data Tobit Model with Individual Specific Effects
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Other versions of this item:
- 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.
- 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.
References listed on IDEAS
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- Ekaterini Kyriazidou, 1997. "Estimation of a Panel Data Sample Selection Model," Econometrica, Econometric Society, vol. 65(6), pages 1335-1364, November.
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- 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.
- Zabel, Jeffrey E., 1992. "Estimating fixed and random effects models with selectivity," Economics Letters, Elsevier, vol. 40(3), pages 269-272, November.
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- repec:adr:anecst:y:1999:i:55-56:p:06 is not listed on IDEAS
- 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.
- 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.
- 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.
- Mundlak, Yair, 1978. "On the Pooling of Time Series and Cross Section Data," Econometrica, Econometric Society, vol. 46(1), pages 69-85, January.
- 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.
Citations
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Cited by:
- Pierre Koning & Daniel van Vuuren, 2006. "Hidden unemployment in disability insurance in the Netherlands; an empirical analysis based on employer data," CPB Discussion Paper 69, CPB Netherlands Bureau for Economic Policy Analysis.
- Mary Gregory & Adriaan S. Kalwij & Department of Economics & University of Oxford., 2000.
"Overtime Hours in Great Britain Over the Period 1975-1999: A Panel Data Analysis,"
Economics Series Working Papers
27, University of Oxford, Department of Economics.
- Kalwig, A.S. & Gregory, M., 2000. "Overtime Hours in Great Britain Over the Period 1975-1999: A panel Data Analysis," Economics Series Working Papers 9927, University of Oxford, Department of Economics.
- Kalwij, Adriaan & Gregory, Mary, 2000. "Overtime Hours in Great Britain over the Period 1975-1999: A Panel Data Analysis," IZA Discussion Papers 153, Institute of Labor Economics (IZA).
- Adriaan Kalwij, 2015. "Two tests for strict exogeneity in a correlated random effects panel data Tobit model," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 69(2), pages 115-125, May.
- Boryana Madzharova, 2012. "Intertemporal Income Shifting in Expectation of Lower Corporate Tax Rates: The Tax Reforms in Central and Eastern Europe," CERGE-EI Working Papers wp462, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Kalwij, A.S., 2004. "A Two-Step First Difference Estimator for a Panel Data Tobit Model under Conditional Mean Independence Assumptions," Other publications TiSEM 473a102b-78d1-4add-847f-5, Tilburg University, School of Economics and Management.
- Shadrack Muthami Mwatu, 2022. "Institutions and export performance: firm level evidence from Kenya," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 69(4), pages 487-506, December.
- Bjornsen, Hild-Marte & Mishra, Ashok K., 2012. "Off-farm Employment and Farming Efficiency in Modern Agriculture: A Dynamic Panel Analysis," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124742, Agricultural and Applied Economics Association.
- repec:aia:aiaswp:wp21 is not listed on IDEAS
- Kalwij, A.S., 2004.
"A Two-Step First Difference Estimator for a Panel Data Tobit Model under Conditional Mean Independence Assumptions,"
Other publications TiSEM
473a102b-78d1-4add-847f-5, Tilburg University, School of Economics and Management.
- 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.
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More about this item
JEL classification:
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
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