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Recent contributions to censored regression models

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  • C. Radhakrishna Rao
  • L. Zhao
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    Abstract

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    File URL: http://hdl.handle.net/10.1007/BF01894300
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    Bibliographic Info

    Article provided by Springer in its journal Metrika.

    Volume (Year): 42 (1995)
    Issue (Month): 1 (December)
    Pages: 203-213

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    Handle: RePEc:spr:metrik:v:42:y:1995:i:1:p:203-213

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    Web page: http://www.springerlink.com/link.asp?id=102509

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    Related research

    Keywords: Censored regression model; Least absolute deviation estimation; Tests of linear hypotheses; Tobit model; Weak consistency;

    References

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    1. Powell, James L., 1984. "Least absolute deviations estimation for the censored regression model," Journal of Econometrics, Elsevier, vol. 25(3), pages 303-325, July.
    2. Moon, Choon-Geol, 1989. "A Monte Carlo Comparison of Semiparametric Tobit Estimators," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 4(4), pages 361-82, Oct.-Dec..
    3. Ruud, Paul A., 1986. "Consistent estimation of limited dependent variable models despite misspecification of distribution," Journal of Econometrics, Elsevier, vol. 32(1), pages 157-187, June.
    4. Fernandez, Luis, 1986. "Non-parametric maximum likelihood estimation of censored regression models," Journal of Econometrics, Elsevier, vol. 32(1), pages 35-57, June.
    5. Horowitz, Joel L., 1986. "A distribution-free least squares estimator for censored linear regression models," Journal of Econometrics, Elsevier, vol. 32(1), pages 59-84, June.
    6. Pinkse, C. A. P., 1993. "On the computation of semiparametric estimates in limited dependent variable models," Journal of Econometrics, Elsevier, vol. 58(1-2), pages 185-205, July.
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