Stationarity and mixing properties of the dynamic Tobit model

We establish strict stationarity and strong mixing properties of the dynamic Tobit process. Using these results we show that the regularity conditions for bias corrections in general non-linear dynamic panel models are satisfied for the dynamic Tobit model.

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Year of publication:	2010
Authors:	Hahn, Jinyong ; Kuersteiner, Guido
Published in:	Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 107.2010, 2, p. 105-111
Publisher:	Elsevier
Subject:	Dynamic Tobit model Stationarity Mixing

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008551365