A note on computation of the double-hurdle model with dependence with an application to tobacco expenditure

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Abstract

This note shows how the sample likelihood of the full double‐hurdle model with dependence can be reformulated to allow estimation with standard econometric software. An illustrative example is provided, using data on tobacco expenditure by households in the 1984 UK Family Expenditure Survey.

Original languageEnglish
Pages (from-to)67-74
Number of pages8
JournalBulletin of Economic Research
Volume44
Issue number1
DOIs
Publication statusPublished - Jan 1992
Externally publishedYes

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