Semiparametric median estimation of the Type 3 Tobit model

DOI10.1016/0165-1765(94)90101-5zbMath0796.62102OpenAlexW2031038709MaRDI QIDQ1327959

Songnian Chen

Publication date: 3 July 1994

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(94)90101-5

zbMATH Keywords

consistent estimatorasymptotic covariance matrixleast absolute deviation estimatormedian restrictiontwo-step LAD estimatorType 3 Tobit model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05)

Related Items (3)

Semiparametric efficiency bound for the Type 3 Tobit model under a symmetry restriction ⋮ Estimation of Type 3 Tobit models using symmetric trimming and pairwise comparisons ⋮ Semiparametric estimation of the type-3 Tobit model

Cites Work

• Asymmetric Least Squares Estimation and Testing
• Least absolute deviations estimation for the censored regression model
• Estimation of Type 3 Tobit models using symmetric trimming and pairwise comparisons
• Symmetrically Trimmed Least Squares Estimation for Tobit Models
• Simulation and the Asymptotics of Optimization Estimators

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