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Consistent standard errors for semiparametric duration models with unobserved heterogeneity

✍ Scribed by Peter Bearse; José Canals; Paul Rilstone

Book ID
117333178
Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
35 KB
Volume
59
Category
Article
ISSN
0165-1765

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Semiparametric Bayesian inference for dynamic Tobit panel data models with unobserved heterogeneity
✍ Tong Li; Xiaoyong Zheng 📂 Article 📅 2008 🏛 John Wiley and Sons 🌐 English ⚖ 242 KB

## Abstract This paper develops semiparametric Bayesian methods for inference of dynamic Tobit panel data models. Our approach requires that the conditional mean dependence of the unobserved heterogeneity on the initial conditions and the strictly exogenous variables be specified. Important quantit