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

DOI10.2307/2951583zbMATH Open0760.62070OpenAlexW2077440153MaRDI QIDQ4008530FDOQ4008530

Authors: Bo E. Honoré 

Publication date: 27 September 1992

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/7b8fbff53c76b0a093d90f838b37d507f36314f9

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zbMATH Keywords

asymptotic normalityconsistencyfixed effectspanel dataMonte Carlo experimentsmall sample propertieslimited dependent variables modelscensored regression modelsmatrices of asymptotic variancestrimmed least squares estimators

Mathematics Subject Classification ID

Linear inference, regression (62J99) Applications of statistics to economics (62P20)

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