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Stationarity and mixing properties of the dynamic Tobit model

Hahn, Jinyong; Kuersteiner, Guido - In: Economics Letters 107 (2010) 2, pp. 105-111

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.

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

Asymptotic distribution of misspecified random effects estimator for a dynamic panel model with fixed effects when both n and T are large

Hahn, Jinyong; Kuersteiner, Guido; Cho, Myeong Hyeon - In: Economics Letters 84 (2004) 1, pp. 117-125

Persistent link: https://www.econbiz.de/10005296702

Discontinuities of weak instrument limiting distributions

Hahn, Jinyong; Kuersteiner, Guido - In: Economics Letters 75 (2002) 3, pp. 325-331

Persistent link: https://www.econbiz.de/10005307288