The performance of alternative simulation-based estimators for a panel data Tobit model (censored regression) with rando effects is evaluated with Monte Carlo experiments. Bias and efficiency of the methods is discussed. An example of application is provided on a model of female labour supply.

Simulation-Based Estimation of Tobit Model with Random Effects

MAGAZZINI, LAURA;
2001-01-01

Abstract

The performance of alternative simulation-based estimators for a panel data Tobit model (censored regression) with rando effects is evaluated with Monte Carlo experiments. Bias and efficiency of the methods is discussed. An example of application is provided on a model of female labour supply.
9783825855994
metodi di stima basati su simulazione; tobit; dati panel
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11562/304399
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