Dear Users
I would ask if any of you familiar with Bivariate (multi variate) Tobit.
I have the following problem:
I have a dependent variable, Y, censored from both below and above
and trying to estimate following regression:
Yt = a+ bYt-k + BX +u
is there anyone who knows how to do Bivariate Tobit in STATA.
ALSO, what else can be done in the case of heteroskedasticty ?
I want to add that above threshold is changing over time, (below is constant).
Many thanks in advance
Sami
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