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st: Tobit-probit model with correlated errors
I am trying to estimate a Tobit-probit model that allows the errors
of the two equations to be correlated. The dependent variable of one
equation would not be an explanatory variable in the other equation,
so the 2 equations would just be linked by correlated error terms.
In addition, I'd like to do the same, but with 2 Tobit models.
Does anyone know how to do this?
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