Symmetrically Trimmed Least Squares Estimation for Tobit Models
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Publication:3028111
DOI10.2307/1914308zbMath0625.62048MaRDI QIDQ3028111
Publication date: 1986
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/1721.1/64231
truncation; asymptotic normality; censored regression; regularity conditions; semiparametric estimation; simulation study; Tobit model; heteroskedasticity; consistent estimators; truncated regression; large sample properties; asymptotic covariance matrices; symmetric trimming; symmetric censoring
62F12: Asymptotic properties of parametric estimators
62P20: Applications of statistics to economics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62J05: Linear regression; mixed models
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