Stationarity and mixing properties of the dynamic Tobit model

C-Tier
Journal: Economics Letters
Year: 2010
Volume: 107
Issue: 2
Pages: 105-111

Authors (2)

Hahn, Jinyong (University of California-Los A...) Kuersteiner, Guido (University of Maryland)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Abstract

We establish strict stationarity and strong mixing properties of the dynamic Tobit process. Using these results we show that the regularity conditions for bias corrections in general non-linear dynamic panel models are satisfied for the dynamic Tobit model.

Technical Details

RePEc Handle
repec:eee:ecolet:v:107:y:2010:i:2:p:105-111
Journal Field
General
Author Count
2
Added to Database
2026-01-25