Trimmed Lad and Least Squares Estimation of Truncated and Censored Regression Models with Fixed Effects (Q4008530)
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scientific article; zbMATH DE number 62895
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| English | Trimmed Lad and Least Squares Estimation of Truncated and Censored Regression Models with Fixed Effects |
scientific article; zbMATH DE number 62895 |
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Trimmed Lad and Least Squares Estimation of Truncated and Censored Regression Models with Fixed Effects (English)
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27 September 1992
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censored regression models
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fixed effects
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panel data
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trimmed least squares estimators
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limited dependent variables models
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consistency
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asymptotic normality
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matrices of asymptotic variances
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Monte Carlo experiment
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small sample properties
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0.8241045475006104
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0.8215917944908142
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0.8203269243240356
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0.8074018359184265
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0.8059129118919373
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