Hong, Han; Tamer, Elie - In: Econometrica 71 (2003) 3, pp. 905-932
This paper analyzes the linear regression model y = x&bgr;+ε with a conditional median assumption med (ε| z) = 0, where z is a vector of exogenous instrument random variables. We study inference on the parameter &bgr; when y is censored and x is endogenous. We treat the censored model as a model with...