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

DSpace/Manakin Repository

Two tests for strict exogeneity in a correlated random effects panel data Tobit model
 
Kalwij, Adriaan
(2015) Statistica Neerlandica, volume 69, issue 2, pp. 115 - 125
(Article)
Abstract
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.
Download/Full Text
Embargo until January 01 2050
 
Keywords: Panel data, Strict exogeneity test, Tobit model, Statistics and Probability, Statistics, Probability and Uncertainty, SCI and SSCI Journals
DOI: https://doi.org/10.1111/stan.12052
ISSN: 0039-0402
Publisher: Wiley-Blackwell
(Peer reviewed)
 
 
See more statistics about this item