具有内生性和弱相关误差的Tobit模型的L估计方法
统计方法学
2025-09-10 v3
摘要
本文介绍了一种用于具有内生回归变量的半参数Tobit模型的L估计量。估计过程采用两阶段方法：第一阶段使用最小二乘法，第二阶段使用L估计技术。我们在弱相关数据下建立了所提出估计量的大样本性质。通过多种模拟数据集和一个基准真实数据集展示了所提出方法的实用性。
引用
@article{arxiv.2405.19145,
title = {L-Estimation Approach to Tobit Models with Endogeneity and Weakly Dependent Errors},
author = {Swati Shukla and Subhra Sankar Dhar and Shalabh},
journal= {arXiv preprint arXiv:2405.19145},
year = {2025}
}
备注
In the present version of the article, the following significant changes have been made. (1) The mathematical assumptions are more elaborately written. (2) The effect of the first stage has been incorporated in the theoretical results. (3) The dependent structure has been modified