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Cited by 1,158

The DOI matches its Crossref record; 1 of the 1 references it cites were found in a registry or an index.

An Exogeneity Test for a Simultaneous Equation Tobit Model with an Application to Labor Supply

Smith, Richard J., Blundell, Richard W.·1986·Econometrica
DOI 10.2307/1911314
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Abstract

A test of weak exogeneity in the simultaneous equation Tobit model is proposed and illustrated using a female labour supply model estimated using cross-section data. The test statistic can be simply output from any standard Tobit maximum likelihood package, and is asymptotically efficient. The procedure provides consistent estimators for the simultaneous Tobit model whose asymptotic covariance matrix is a simple extension of the usual Tobit formula. We also provide the Lagrange Multiplier test of weak exogeneity. (This abstract was borrowed from another version of this item.)

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Metadata

Authors
Smith, R. J., & Blundell, R. W.
Venue
Econometrica
Publisher
JSTOR
Published
1986-05
Volume
54
Issue
3
Pages
679
ISSN
0012-9682 (ISSN-L)
DOI
10.2307/1911314
OpenAlex
W2148897567
Cited by
1,158
References
1
FWCI
17.14
Type
journal article
Language
en
Open access
closed

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CoChat. (2026). Citation check: An Exogeneity Test for a Simultaneous Equation Tobit Model with an Application to Labor Supply. https://app.cochat.ai/papers/10.2307/1911314
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Smith, R. J., & Blundell, R. W. (1986). An Exogeneity Test for a Simultaneous Equation Tobit Model with an Application to Labor Supply. Econometrica. https://doi.org/10.2307/1911314

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