Estimation of Panel Data Models with Two-sided Censoring

It is straightforward to construct moment conditions for two-sided censored panel data regression models with strictly exogenous explanatory variables. The contribution of this note is to show that one set of these moment conditions uniquely identify the parameters of the model under a natural full-rank condition.

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Year of publication:	2006-11
Authors:	Honoré, Bo ; Leth-Petersen, Søren
Institutions:	Centre for Applied Microeconometrics (CAM), Økonomisk Institut

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Extent:	application/pdf
Series:	CAM Working Papers.
Type of publication:	Book / Working Paper
Notes:	Number 2006-14 9 pages
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005225422