Censored panel data

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

Moderators: EViews Gareth, EViews Moderator

Pascal1p
Posts: 2
Joined: Wed May 30, 2018 8:21 am

Censored panel data

Postby Pascal1p » Wed May 30, 2018 1:42 pm

Is it possible to do a censored panel data analyses in Eviews?
The dependent variable can only take values between 0 and 10 and the independent variables are characteristics of multiple countries. Each having data for multiple non-consecutive years (for example 2003, 2005, 2012, 2014 and 2015).

Currently, the best way to do this is with the equation in the attachment, but how to implement this in Eviews?
Attachments
Knipsel.PNG
Knipsel.PNG (27.29 KiB) Viewed 181 times

Pascal1p
Posts: 2
Joined: Wed May 30, 2018 8:21 am

Re: Censored panel data

Postby Pascal1p » Thu May 31, 2018 7:07 am

Apparently, you can calculate the integral with the Gauss-Hermite quadrature or with Maximum simulated likelihood.
Is there are a way to do this in Eviews, for me this is a new terrain.

paragraf 3.3:
https://cran.r-project.org/web/packages ... ensReg.pdf


Return to “Estimation”

Who is online

Users browsing this forum: No registered users and 3 guests