Stationarity and Mixing Properties of the Dynamic Tobit Model

Jinyong Hahn and Guido Kuersteiner , Economics Letters 107(2) , 105-111 , May 2010.

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.

Links to Researchers