Trimmed Lad and Least Squares Estimation of Truncated and Censored Regression Models with Fixed Effects (Q4008530)

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Trimmed Lad and Least Squares Estimation of Truncated and Censored Regression Models with Fixed Effects
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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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