Median Unbiasedness of Estimators of Panel Data Censored Regression Models-Reference-Cited by-同舟云学术

Median Unbiasedness of Estimators of Panel Data Censored Regression Models

Published:1993-06 Issue:3 Volume:9 Page:499-503
ISSN:0266-4666
Container-title:Econometric Theory
language:en
Short-container-title:Econom. Theory

Author:

Campbell Jeffrey R.,Honoré Bo E.

Abstract

This note proves that the estimator of panel data censored regression models proposed in Honoré [2] is median unbiased when only one parameter is estimated. This result is obtained without parametric assumptions about the distribution of the error terms.

Publisher

Cambridge University Press (CUP)

Subject

Economics and Econometrics,Social Sciences (miscellaneous)

Reference3 articles.

1. 3. Honoré B.E. & Powell J.L . Pairwise difference estimators of censored and truncated regression models. Unpublished Manuscript, 1992.

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

3. Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models

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