Dynamiczne modele tobitowe

• Autorzy: Marek Gruszczyński

Warianty tytułu

Dynamic Tobit Models

• Języki publikacji: PL

Abstrakty

EN

The topic of this article is the tobit model for panel data. The author preceded the presentation of the model with reflections concerning micro-econometrics as a new methodological trend in economy and econometrics. He draws attention to the possibility of making use of macrodata in microeconometric models. Parts 1 -3 depict classical models of limited variables: the model of truncated regression and the standard tobit model (censored regression). Parts 7 - 11 present models of limited-dependent variables for panel data: the fixed effects tobit model and random effects tobit model as well as the autoregressive tobit model. A survey of models contains a discussion on the specification, estimation, and possibility of application. The deductions are supplemented by two examples: the standard tobit model (the Pavel - Phillis model of loans sale by commercial bank) and the self-regressive tobit model for panel data (the Kim-Maddala model of dividend behaviour). (original abstract)

Słowa kluczowe

PL

Model tobitowy; Mikroekonometria

EN

Tobit model; Microeconometrics

• Czasopismo: Przegląd Statystyczny
• Rocznik: 1997
• Tom: 44
• Numer: z. 4
• Strony: 499--512

Twórcy

autor

Marek Gruszczyński

• Szkoła Główna Handlowa w Warszawie

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