An Exogeneity Test for a Simultaneous Equation Tobit Model with an Application to Labor Supply
提出联立方程Tobit模型中弱外生性的检验方法，并用女性劳动供给的截面数据示例。检验统计量可从标准Tobit软件包直接输出，且渐近有效，为实证研究者提供简便工具。
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.)