Search Results - subject:"Tobit Model"

Set identification with Tobin regressors

Chernozhukov, Victor; Rigobón, Roberto; Stoker, Thomas … - 2009

We give semiparametric identification and estimation results for econometric models with a regressor that is endogenous, bound censored and selected, called a Tobin regressor. First, we show that true parameter value is set identified and characterize the identification sets. Second, we propose...

Persistent link: https://www.econbiz.de/10003838979

Measuring inequality using censored data : a multiple imputation approach

Jenkins, Stephen; Burkhauser, Richard V.; Feng, Shuaizhang - 2009

To measure income inequality with right censored (topcoded) data, we propose multiple imputation for censored observations using draws from Generalized Beta of the Second Kind distributions to provide partially synthetic datasets analyzed using complete data methods. Estimation and inference...

Persistent link: https://www.econbiz.de/10003818749

Measuring inequality using censored data : a multiple imputation approach

Jenkins, Stephen; Burkhauser, Richard V.; Feng, Shuaizhang - 2009

Persistent link: https://www.econbiz.de/10003810324

Why does the US dominate university league tables?

Li, Mei; Shankar, Sriram; Tang, Kam Ki - 2009

underperforming by about 4 to 10 percent. EPrint Type: Departmental Technical Report Keywords: Poisson model, Tobit model, count … underperforming by about 4 to 10 percent. JEL Classification: C2, I2 Keywords: Poisson model, Tobit model, count data, higher … Tobit model used by these studies. We demonstrate that the Poisson model provides a better modelling approach in the …

Persistent link: https://www.econbiz.de/10003872182

The tobit model with feedback and random effects : a Monte-Carlo study

Poen, Eva - 2009

We study a random effects censored regression model in the context of repeated games. Introducing a feedback variable into the model leads to violation of the strict exogeneity assumption, thus rendering the random effects estimator inconsistent. Using the example of contributions to a public...

Persistent link: https://www.econbiz.de/10003854051

On marginal and interaction effects : the case of Heckit and Two-Part Models

Frondel, Manuel; Vance, Colin - 2009

Interaction effects capture the impact of one explanatory variable x1 on the marginal effect of another explanatory variable x2. To explore interaction effects, so-called interaction terms x1x2 are typically included in estimation specifications. While in linear models the effect of a marginal...

Persistent link: https://www.econbiz.de/10003884965

Measuring Inequality Using Censored Data : A Multiple Imputation Approach

Jenkins, Stephen - 2009

Persistent link: https://www.econbiz.de/10012764667

Measuring Inequality Using Censored Data : A Multiple Imputation Approach

Jenkins, Stephen; Burkhauser, Richard V.; Feng, Shuaizhang - 2009

Persistent link: https://www.econbiz.de/10014206536

Tax delinquency and abandonment: An expanded model with application to industrial and commercial properties

Park, In Kwon; Rabenau, Burkhard von - In: Urban Studies 52 (2015) 5, pp. 857-875

This study expands on the literature of residential abandonment by considering five types of industrial and commercial properties and three levels of explanatory variables â€“ parcel, neighbourhood, and city. Using data for Cleveland, Ohio, it shows that tax policies have a limited impact...

Persistent link: https://www.econbiz.de/10011161057

The determinants of attendance at neutral site college football games

Mirabile, McDonald Paul - In: Managerial and decision economics : MDE ; the … 36 (2015) 3, pp. 191-204

Persistent link: https://www.econbiz.de/10011436520