Trimmed Lad and Least Squares Estimation of Truncated and Censored Regression Models with Fixed Effects
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Publication:4008530
DOI10.2307/2951583zbMath0760.62070OpenAlexW2077440153MaRDI QIDQ4008530
Publication date: 27 September 1992
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/7b8fbff53c76b0a093d90f838b37d507f36314f9
consistencyasymptotic normalityMonte Carlo experimentfixed effectspanel datasmall sample propertieslimited dependent variables modelscensored regression modelsmatrices of asymptotic variancestrimmed least squares estimators
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