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Two tests for strict exogeneity in a correlated random effects panel data Tobit model

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Kalwij_2015_Statistica_Neerlandica.pdf (111.83 KB)

Publication date

2015-05-01

Authors

Kalwij, Adriaan S.ISNI 0000000115682348

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DOI

https://doi.org/10.1111/stan.12052

Document Type

Article

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Utrecht University Repository
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taverne

Abstract

This paper presents two tests for strict exogeneity of the covariates in a correlated random effects panel data Tobit model. The tests are applied in an analysis of hours of work of US women. Estimation procedures when a model does not pass a test for strict exogeneity are discussed.

Keywords

Panel data, Strict exogeneity test, Tobit model, Taverne, Statistics and Probability, Statistics, Probability and Uncertainty, SCI and SSCI Journals

Citation

Kalwij, A 2015, 'Two tests for strict exogeneity in a correlated random effects panel data Tobit model', Statistica Neerlandica, vol. 69, no. 2, pp. 115-125. https://doi.org/10.1111/stan.12052

URI

http://hdl.handle.net/1874/321046