Santiago Acerenza, Otávio Bartalotti, Federico Veneri
arXiv 5 Aug 2024 · Econometrics · publishedEconometric Reviews (2026)
arXiv:2408.02573 · PDF · DOI · OpenAlex · Extracted main text
This paper develops sharp testable implications for Tobit and IV-Tobit models' identifying assumptions: linear index specification, (joint) normality of latent errors, and treatment (instrument) exogeneity and relevance. The new sharp testable equalities can detect all possible observable violations of the identifying conditions. We propose a testing procedure for the model's validity using existing inference methods for intersection bounds. Simulation results suggests proper size for large samples and that the test is powerful to detect large violation of the exogeneity assumption and violations in the error structure. Finally, we review and propose new alternative paths to partially identify the parameters of interest under less restrictive assumptions.
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The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Lee, Myoung-Jae (1995) Semi-parametric estimation of simultaneous equations with limited dependent variables: a case study of female labour supply | 1.000 | 8 | 4 | 100% |
| 2 | Chernozhukov, Victor and Lee, Sokbae and Rosen, Adam M (2013) Intersection Bounds: Estimation and Inference | 1.000 | 6 | 3 | 100% |
| 3 | Chernozhukov, Victor and Kim, Wooyoung and Lee, Sokbae and Rosen, Ad… (2015) Implementing Intersection Bounds in Stata | 1.000 | 5 | 3 | 100% |
| 4 | Acerenza, Santiago and Bartalotti, Otávio and Kédagni, Désiré (2023) Testing identifying assumptions in bivariate probit models self | 0.956 | 8 | 4 | 88% |
| 5 | Manski, Charles F. and Pepper, John V (2000) Monotone Instrumental Variables: With an Application to the Returns to Schooling | 0.644 | 2 | 2 | 100% |
| 6 | Mourifié, Ismael and Wan, Yuanyuan (2017) Testing Local Average Treatment Effect Assumptions | 0.644 | 2 | 2 | 100% |
| 7 | Goff, Leonard and Kédagni, Désiré and Wu, Huan (2024) Testing Identifying Assumptions in Parametric Separable Models: A Conditional Moment Inequality Approach | 0.585 | 3 | 1 | 100% |
| 8 | Wooldridge, Jeffrey M (2005) Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity | 0.511 | 4 | 2 | 25% |
| 9 | Barros, Michelli and Galea, Manuel and Leiva, V\'ictor and Santos-Ne… (2018) Generalized Tobit models: Diagnostics and application in econometrics | 0.511 | 3 | 2 | 33% |
| carson2007Tobit | unmatched citation key carson2007Tobit | 0.511 | 3 | 2 | 33% |
Showing the top 10 of 54 scored citations. 1 of these could not be matched to a bibliography entry, so only the citation key is shown.