Hello.
I would need to estimate jointly two tobit equations, in which errors are both autocorrelated and heteroscedastic.
Does anybody have any idea on how to solve at least part of the problem?
For example, how to take care of autocorrelation and heteroscedasticity in each of the two tobits?
As a second step, if possible, how to estimate jointly?
Are you aware of any routine doing anything similar?
Thank you very much in advance,
Marco Stampini
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