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SV: st: RE: panel tobit with fixed effects

From	Even Bergseng <[email protected]>
To	"[email protected]" <[email protected]>
Subject	SV: st: RE: panel tobit with fixed effects
Date	Tue, 13 May 2008 19:45:33 +0200

Greene (2004a; 2004b) claims that the bias in estimates of both coefficients and disturbance variance in the Fixed Effects Tobit is small for panels longer than T=5.

- Greene, W. 2004a. The behaviour of the maximum likelihood estimator of limited dependent variable models in the presence of fixed effects. Econometrics Journal 7(1): 98.
- Greene, W. 2004b. Fixed Effects and Bias Due to the Incidental Parameters Problem in the Tobit Model. Econometric Reviews 23(2): 125-147.

Best regards,
Even

________________________________________
Fra: [email protected] [[email protected]] p&#229; vegne av Austin Nichols [[email protected]]
Sendt: 13. mai 2008 15:38
Til: [email protected]
Emne: Re: st: RE: panel tobit with fixed effects

References:
- st: panel tobit with fixed effects
  - From: "Sartarelli, Marcello" <[email protected]>
- st: RE: panel tobit with fixed effects
  - From: "Schaffer, Mark E" <[email protected]>
- Re: st: RE: panel tobit with fixed effects
  - From: "Austin Nichols" <[email protected]>

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