Arbeitspapier
On the Identification of the Censored Regression Model with a Stochastic and Unobserved Treshold
We show that a sufficient condition for the identification ofall parameters of the censored regression model with astochastic and unobserved threshold is that the errors are jointlynormally distributed. Exclusion restrictions are not needed.
- Language
-
Englisch
- Bibliographic citation
-
Series: Tinbergen Institute Discussion Paper ; No. 98-034/4
- Classification
-
Wirtschaft
Multiple or Simultaneous Equation Models: Truncated and Censored Models; Switching Regression Models
- Subject
-
censored regression
unobserved threshold
identification
Schätztheorie
Theorie
- Event
-
Geistige Schöpfung
- (who)
-
Ridder, Geert
van Montfort, Kees
- Event
-
Veröffentlichung
- (who)
-
Tinbergen Institute
- (where)
-
Amsterdam and Rotterdam
- (when)
-
1998
- Handle
- Last update
-
10.03.2025, 11:45 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Ridder, Geert
- van Montfort, Kees
- Tinbergen Institute
Time of origin
- 1998
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