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: | |
|---|---|
| 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 |
Wird geladen...