Symmetrically Trimmed Least Squares Estimation for Tobit Models

DOI10.2307/1914308zbMath0625.62048OpenAlexW1487848695MaRDI QIDQ3028111

James L. Powell

Publication date: 1986

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1721.1/64231

zbMATH Keywords

truncationasymptotic normalitycensored regressionregularity conditionssemiparametric estimationsimulation studyTobit modelheteroskedasticityconsistent estimatorstruncated regressionlarge sample propertiesasymptotic covariance matricessymmetric trimmingsymmetric censoring

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05)

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