Article ID Journal Published Year Pages File Type
5061238 Economics Letters 2010 7 Pages PDF
Abstract

We establish strict stationarity and strong mixing properties of the dynamic Tobit process. Using these results we show that the regularity conditions for bias corrections in general non-linear dynamic panel models are satisfied for the dynamic Tobit model.

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Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
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Stationarity and mixing properties of the dynamic Tobit model
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