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st: panel censored estimator + correlated unobserved individual effects


From   "Florin Vadean" <vadean@hwwi.org>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: panel censored estimator + correlated unobserved individual effects
Date   Wed, 28 Mar 2007 10:08:27 +0800

Dear All,
I am estimating a model with a censored dependent variable (remittances to
persons abroad; 60% of the immigrant households in the German Socio-Economic
Panel (GSOEP) do not remit at all to persons abroad). Furthermore, the
unobserved individual effects (u_i) are correlated with some of the
regressors (both time variant and time invariant). I control for that in a
linear model using the Hausman-Taylor estimator -xthtaylor- and it works
well. However, I could not find an appropriate panel censored estimator
which allows controlling for unobserved individual effects?! Would be great
if someone could help.

Thanks and regards,

Florin

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