The Tobit model with a non-zero threshold

Econometrics Journal

Volumn 10, Issue 3, 2007, Pages 488-502

  Carson, Richard T ^a   Sun, Yixiao ^a  

^a Department of Economics   (United States)

Author keywords

Exponential distribution; Maximum likelihood; Order statistic; Threshold determination

Indexed keywords

EID: 35648930894     PISSN: 13684221     EISSN: 1368423X     Source Type: Journal    
DOI: 10.1111/j.1368-423X.2007.00218.x     Document Type: Article

References (17)

1. Cameron, A.C. and R.K. Trivedi (2005). Microeconometrics: Methods and Applications. New York: Cambridge University Press.
2. Carson, R.T. (1988). The Tobit Model with a Non-zero Censoring Threshold, Working Paper 88-37, Department of Economics, University of California, San Diego.
3. Carson, R.T. (1989). The Tobit Model with a Non-zero Censoring Threshold, Paper presented at the winter meeting of the Econometric Society, Atlanta, December, 1989.
4. Choe, Y. and J. Jeong (1993). Charitable contributions by low-and middle-income taxpayers: Further evidence with a new method. National Tax Journal 46, 33-9.
5. Franses, F.H. and R. Raap (2001). Quantitative Models in Marketing Research. Cambridge, UK: Cambridge University Press.
6. Hall, B. H. and C. Cummins (2005). TSP 5.0 Reference Manual. Palo Alto, California: TSP International.
7. Hall, P. and T.E. Wehrly (1991). A geometrical method for removing edge effects from kernel-type nonparametric regression estimators. Journal of the American Statistical Association 86(415), 665-72.
8. Heckman, J. (1976). The common structure of statistical models of truncation, sample selection, and limited dependent variables and a simple estimator for such models. Annals of Economic and Social Measurement 5, 475-92.
9. Nelson, F. (1977). Censored Regression Models with Unobserved, Stochastic Censoring Thresholds. Journal of Econometrics 6, 309-28.
10. Newey, W.K. and D. McFadden (1994). Large sample estimation and hypothesis testing. In: R.F. Engle and D. McFadden (Eds.), Handbook of Econometrics, Volume 4, pp. 2111-245. Amsterdam: North Holland.
11. Reece, W. (1979). Charitable contributions: New evidence on household behavior. American Economic Review 69, 142-51.
12. Romano, J.P. and A.F. Siegel (1986). Counter Examples in Probability and Statistics. Monterey, CA: Wadsworth.
13. Schervish, M.J. (1995). Theory of Statistics. New York: Springer Verlag.
14. Sheather, S.J. and M.C. Jones (1991). A reliable data-based bandwidth selection method for kernel density estimation. Journal of the Royal Statistical Society Series B 53, 683-90.
15. Tobin, J. (1958). Estimation of relationships for limited dependent variables. Econometrica 26, 24-36.
16. Wooldridge, J. (2002). Econometric Analysis of Cross Section and Panel Data. Boston, MA: The MIT Press.
17. Zuehlke, T. (2003). Estimation of a Tobit model with unknown censoring threshold. Applied Economics 35, 1163-9.