MEDIAN UNBIASEDNESS OF ESTIMATORS OF PANEL-DATA CENSORED REGRESSION-MODELS

被引:3
作者
CAMPBELL, JR
HONORE, BE
机构
关键词
D O I
10.1017/S0266466600007799
中图分类号
F [经济];
学科分类号
02 ;
摘要
This note proves that the estimator of panel data censored regression models proposed in Honore [2] is median unbiased when only one parameter is estimated. This result is obtained without parametric assumptions about the distribution of the error terms.
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页码:499 / 503
页数:5
相关论文
共 3 条
[1]   EXACTLY MEDIAN-UNBIASED ESTIMATION OF 1ST ORDER AUTOREGRESSIVE UNIT-ROOT MODELS [J].
ANDREWS, DWK .
ECONOMETRICA, 1993, 61 (01) :139-165
[2]  
HONORE BE, 1992, UNPUB PAIRWISE DIFFE
[3]  
ONORE BE, 1992, ECONOMETRICA, V60, P533