ESTIMATION OF A FIXED EFFECTS BIVARIATE CENSORED REGRESSION-MODEL

Authors
AI CR CHEN CY
Citation
Cr. Ai et Cy. Chen, ESTIMATION OF A FIXED EFFECTS BIVARIATE CENSORED REGRESSION-MODEL, Economics letters, 40(4), 1992, pp. 403-406
Citations number
4
Categorie Soggetti
Economics
Journal title
Economics letters → ACNP
ISSN journal
01651765
Volume
40
Issue
4
Year of publication
1992
Pages
403 - 406
Database
ISI
SICI code
0165-1765(1992)40:4<403:EOAFEB>2.0.ZU;2-D
Abstract
This paper extends symmetrically trimmed least squares estimators to a fixed effects bivariate truncated/censored regression model. The esti mator proposed in this paper is consistent and does not require specif ying the joint density of the error terms.