Two tests for strict exogeneity in a correlated random effects panel data Tobit model

This paper presents two tests for strict exogeneity of the covariates in a correlated random effects panel data Tobit model. The tests are applied in an analysis of hours of work of US women. Estimation procedures when a model does not pass a test for strict exogeneity are discussed.

Verfasser: Kalwij, Adriaan
Dokumenttyp: Artikel
Reihe/Periodikum: Statistica Neerlandica
Verlag/Hrsg.: Oxford, Blackwell
Sprache: Englisch
ISSN: 0039-0402
Weitere Identifikatoren: doi: 10.1111/stan.12052
Permalink: https://search.fid-benelux.de/Record/olc-benelux-1964987423
URL: NULL
NULL
Datenquelle: Online Contents Benelux; Originalkatalog
Powered By: Verbundzentrale des GBV (VZG)
Link(s) : http://dx.doi.org/10.1111/stan.12052
http://dx.doi.org/10.1111/stan.12052