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~institution:"Institute for Fiscal Studies"
~institution:"Tilburg University, Center for Economic Research"
~institution:"Verlag Dr. Kovač"
~person:"Melenberg, Bertrand"
~person:"Nijman, Theo"
~subject:"statistics"
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Melenberg, Bertrand
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Institute for Fiscal Studies
Tilburg University, Center for Economic Research
Verlag Dr. Kovač
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Estimation
of a censored regression panel data model using conditional moment restrictions efficiently
Melenberg, Bertrand
;
van soest, arthur
;
Charlier, G.W.P.
-
Tilburg University, Center for Economic Research
-
1995
more than two waves.
Estimation
is performed in two steps. Using Honore's estimator in a first step, efficient GMM using …
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