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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