Two-step estimation of semiparametric censored regression models
نویسندگان
چکیده
منابع مشابه
2-step Estimation of Semiparametric Censored Regression Models
It has been shown by Powell (1986a,b) that p n-consistent estimation of the slope parameters in the linear censored regression model is possible under a conditional quantile and a conditional symmetry restriction on the error term, respectively. While the proposed estimators have desirable asymptotic properties, simulation studies have shown these estimators to exhibit a small sample bias in th...
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ژورنال
عنوان ژورنال: Journal of Econometrics
سال: 2001
ISSN: 0304-4076
DOI: 10.1016/s0304-4076(01)00040-9