Heteroskedasticity and Distributional Assumptions in the Censored Regression Model
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References listed on IDEAS
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More about this item
Keywordscensored regression; Tobit; partially adaptive estimators; heteroskedasticity; non-normality;
- C34 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Truncated and Censored Models; Switching Regression Models
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-01-07 (All new papers)
- NEP-ECM-2013-01-07 (Econometrics)
- NEP-ORE-2013-01-07 (Operations Research)
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