Article ID Journal Published Year Pages File Type
1151771 Statistics & Probability Letters 2015 10 Pages PDF
Abstract

This paper proposes an alternative two-step semiparametric estimator for the Type-3 Tobit model and presents its asymptotic properties. Simulation shows that the estimator performs well in various designs. An empirical application is provided to verify the usefulness of the estimator.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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