Publisher： John Wiley & Sons Inc
E-ISSN： 1467-9574|69|2|115-125
ISSN： 0039-0402
Source： Statistica Neerlandica, Vol.69, Iss.2, 2015-05, pp. : 115-125
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Abstract
This paper presents two tests for strict exogeneity of the covariates in a correlated random effects panel data Tobit model. The tests are applied in an analysis of hours of work of US women. Estimation procedures when a model does not pass a test for strict exogeneity are discussed.
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