Fitting and interpreting Cragg's tobit alternative using Stata

Stata Journal

Volumn 9, Issue 4, 2009, Pages 584-592

  Burke, William J ^a  

^a MICHIGAN STATE UNIVERSITY   (United States)

Author keywords

Corner solution models; Craggit; Craggit's tobit; Double hurdle; St0179; Two stage; Two tier

Indexed keywords

EID: 77955020337     PISSN: 1536867X     EISSN: None     Source Type: Journal    
DOI: 10.1177/1536867x0900900405     Document Type: Article

References (8)

1. Baum, C. F. 2006. An Introduction to Modern Econometrics Using Stata. College Station, TX: Stata Press.
2. Cragg, J. G. 1971. Some statistical models for limited dependent variables with application to the demand for durable goods. Econometrica 39: 829-844.
3. Kennedy, P. 2003. A Guide to Econometrics. 5th ed. Cambridge, MA: MIT Press.
4. Pindyck, R. S., and D. L. Rubinfeld. 1998. Econometric Models and Economic Forecasts. 4th ed. New York: McGraw-Hill.
5. Tobin, J. 1958. Estimation of relationships for limited dependent variables. Econometrica 26: 24-36.
6. Wooldridge, J. M. 2002. Econometric Analysis of Cross Section and Panel Data. Cambridge, MA: MIT Press.
7. -. 2009. Introductory Econometrics: A Modern Approach. 4th ed. Mason, OH: South-Western.
8. -. Forthcoming. Econometric Analysis of Cross Section and Panel Data. 2nd ed. Cambridge, MA: MIT Press.