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.

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Year of publication:	1998
Authors:	Ridder, Geert ; van Montfort, Kees
Publisher:	Amsterdam and Rotterdam : Tinbergen Institute
Subject:	Schätztheorie \| Theorie \| censored regression \| unobserved threshold \| identification

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Series:	Tinbergen Institute Discussion Paper ; 98-034/4
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	828001693 [GVK] hdl:10419/85668 [Handle] RePEc:dgr:uvatin:19980034 [RePEc]
Classification:	C34 - Truncated and Censored Models
Source:	EconStor

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010324641