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.
- Sprache
-
Englisch
- Erschienen in
-
Series: Tinbergen Institute Discussion Paper ; No. 98-034/4
- Klassifikation
-
Wirtschaft
Multiple or Simultaneous Equation Models: Truncated and Censored Models; Switching Regression Models
- Thema
-
censored regression
unobserved threshold
identification
Schätztheorie
Theorie
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Ridder, Geert
van Montfort, Kees
- Ereignis
-
Veröffentlichung
- (wer)
-
Tinbergen Institute
- (wo)
-
Amsterdam and Rotterdam
- (wann)
-
1998
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:45 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Ridder, Geert
- van Montfort, Kees
- Tinbergen Institute
Entstanden
- 1998
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