Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1151771 | Statistics & Probability Letters | 2015 | 10 Pages |
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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Xianbo Zhou, Zhewen Pan,