Least absolute deviations estimation for the censored regression model

DOI10.1016/0304-4076(84)90004-6zbMath0571.62100WikidataQ29040371 ScholiaQ29040371MaRDI QIDQ1061446

James L. Powell

Publication date: 1984

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(84)90004-6

zbMATH Keywords

asymptotic normality; median; asymptotic covariance matrix; Tobit model; least absolute deviations estimation; consistent estimators; censored regression model; restricted regressors; robust to heteroscedasticity

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62P20: Applications of statistics to economics

62J99: Linear inference, regression

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