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An Investigation of the Robustness of the Tobit Estimator to Non-Normality

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Cited by:

  1. Han Hong & Elie Tamer, 2003. "Inference in Censored Models with Endogenous Regressors," Econometrica, Econometric Society, vol. 71(3), pages 905-932, May.
  2. Martin,William J., 2020. "Making Gravity Great Again," Policy Research Working Paper Series 9391, The World Bank.
  3. 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.
  4. Giorgio Calzolari & Gabriele Fiorentini, 1998. "A tobit model with garch errors," Econometric Reviews, Taylor & Francis Journals, vol. 17(1), pages 85-104.
  5. James B. McDonald & Hieu Nguyen, 2012. "Heteroskedasticity and Distributional Assumptions in the Censored Regression Model," BYU Macroeconomics and Computational Laboratory Working Paper Series 2012-09, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory.
  6. 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.
  7. 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.
  8. 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), pages 1-14, April.
  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. Lucchetti, Riccardo & Pigini, Claudia, 2014. "A simple and effective misspecification test for the double-hurdle model," Economics Letters, Elsevier, vol. 123(1), pages 75-78.
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  15. 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 1990’s," LIS Working papers 486, LIS Cross-National Data Center in Luxembourg.
  16. 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.
  17. 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.
  18. 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.
  19. 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.
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  21. Vijverberg, Wim P., 2000. "Betit: A Family That Nests Probit and Logit," IZA Discussion Papers 222, Institute of Labor Economics (IZA).
  22. Čížek, Pavel, 2012. "Semiparametric robust estimation of truncated and censored regression models," Journal of Econometrics, Elsevier, vol. 168(2), pages 347-366.
  23. Salmon, Claire & Tanguy, Jeremy, 2016. "Rural Electrification and Household Labor Supply: Evidence from Nigeria," World Development, Elsevier, vol. 82(C), pages 48-68.
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  25. 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.
  26. repec:dgr:rugccs:200606 is not listed on IDEAS
  27. 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.
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  31. 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.
  32. Getachew A. Dagne, 2021. "Bayesian Quantile Bent-Cable Growth Models for Longitudinal Data with Skewness and Detection Limit," Statistics in Biosciences, Springer;International Chinese Statistical Association, vol. 13(1), pages 129-141, April.
  33. Gan, Li & Hernandez, Manuel A. & Zhang, Shuoxun, 2021. "Insurance or deliberate use of the bankruptcy law for financial gain? Testing for heterogeneous filing behaviors in the United States," Economic Modelling, Elsevier, vol. 105(C).
  34. José M. Labeaga & Xisco Oliver & Amedeo Spadaro, "undated". "Measuring Changes in Health Capital," Working Papers 2005-15, FEDEA.
  35. Halkos, George, 2012. "Assessing the economic value of protecting artificial lakes," MPRA Paper 39557, University Library of Munich, Germany.
  36. 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.
  37. Domenico Depalo & Santiago Pereda-Fernández, 2020. "Consistent estimates of the public/private wage gap," Empirical Economics, Springer, vol. 58(6), pages 2937-2947, June.
  38. Joseph I. Uduji & Elda N. Okolo-Obasi & Simplice A. Asongu, 2019. "Electronic wallet technology and the enabling environment of smallholder farmers in Nigeria," Working Papers of the African Governance and Development Institute. 19/041, African Governance and Development Institute..
  39. 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.
  40. 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.
  41. Zhen Liu & Arne Henningsen, 2016. "The effects of China's Sloping Land Conversion Program on agricultural households," Agricultural Economics, International Association of Agricultural Economists, vol. 47(3), pages 295-307, May.
  42. 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.
  43. 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.
  44. Zhewen Pan & Yifan Zhang, 2024. "Locally robust semiparametric estimation of sample selection models without exclusion restrictions," Papers 2412.01208, arXiv.org.
  45. 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.
  46. 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.
  47. Claudia PIGINI, 2012. "Of Butterflies and Caterpillars: Bivariate Normality in the Sample Selection Model," Working Papers 377, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  48. 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.
  49. 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.
  50. Chuan Goh, 2017. "Rate-Optimal Estimation of the Intercept in a Semiparametric Sample-Selection Model," Papers 1710.01423, arXiv.org, revised Sep 2018.
  51. Nir Billfeld & Moshe Kim, 2019. "Semiparametric correction for endogenous truncation bias with Vox Populi based participation decision," Papers 1902.06286, arXiv.org.
  52. 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.
  53. George Abuchi Agwu & Iyke Uwazie Uwazie & F. Tobechi Agbanike & Oguwuike Michael Enyoghasim & Lasbrey Anochiwa & Ikwor Okoroafor Ogbonnaya & Chima Nwabugo Durueke, 2019. "The Economic Costs of Unsupplied Electricity in Nigeria s Industrial Sector: The Roles of Captive Power Generation and Firm Characteristics," International Journal of Energy Economics and Policy, Econjournals, vol. 9(3), pages 196-204.
  54. 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.
  55. 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.
  56. Mayo, Robert & McCabe, Kevin & Krueger, Frank, 2017. "Studying the Robustness of the Triadic Trust Design with Mechanical Turk Subjects," MPRA Paper 96720, University Library of Munich, Germany.
  57. 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.
  58. Daniel Ordoñez‐Callamand & Mauricio Villamizar‐Villegas & Luis F. Melo‐Velandia, 2018. "Foreign exchange intervention revisited: A new way of estimating censored models," International Finance, Wiley Blackwell, vol. 21(2), pages 195-213, June.
  59. Randall A. Lewis & James B. McDonald, 2014. "Partially Adaptive Estimation of the Censored Regression Model," Econometric Reviews, Taylor & Francis Journals, vol. 33(7), pages 732-750, October.
  60. 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.
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  63. Joseph I. Uduji & Elda N. Okolo-Obasi, 2018. "Young Rural Women Participation in the E-Wallet Programme and Usage Intensity of Modern Agricultural Inputs in Nigeria," Working Papers of the African Governance and Development Institute. 18/062, African Governance and Development Institute..
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