Median Unbiasedness of Estimators of Panel Data Censored Regression Models
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.
Year of publication: |
1993
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Authors: | Campbell, Jeffrey R. ; Honoré, Bo E. |
Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 9.1993, 03, p. 499-503
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Publisher: |
Cambridge University Press |
Description of contents: | Abstract [journals.cambridge.org] |
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