Stationarity and Mixing Properties of the Dynamic Tobit Model

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


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.

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