Template-Type: ReDIF-Paper 1.0
Series: Tinbergen Institute Discussion Papers
Creation-Date: 1998-03-23
Number: 98-034/4
Author-Name: Geert Ridder
Author-Email: gridder@feweb.vu.nl
Author-Workplace-Name: Vrije Universiteit Amsterdam
Author-Name: Kees van Montfort
Author-Workplace-Name: Vrije Universiteit Amsterdam
Title: On the Identification of the Censored Regression Model with a Stochastic and Unobserved Treshold
Abstract: We show that a sufficient condition for the identification ofall parameters of the censored regression model with astochastic and unobserved threshold is that the errors are jointlynormally distributed. Exclusion restrictions are not needed.
Classification-JEL: C34
Keywords: censored regression; unobserved threshold; identification
File-Url: https://papers.tinbergen.nl/98034.pdf
File-Format: application/pdf
File-Size: 211370 bytes
Handle: RePEc:tin:wpaper:19980034