In this paper, we consider estimation of discrete response models exhibiting conditional heteroskedasticity of a multiplicative form, where the latent error term is assumed to be the product of an unknown scale function and a homoskedastic error term. It is first shown that for estimation of the...

We propose an estimation procedure for a semiparametric panel data censored regression model in which the error terms may be subject to general forms of nonstationarity. Specifically, we allow for heteroskedasticity over time and a time varying factor load on the individual specific effect....

Powell's (1984, Journal of Econometrics 25, 303}325) censored least absolute deviations(CLAD) estimator for the censored linear regression model has been regarded asa desirable alternative to maximum likelihood estimation methods due to its robustnessto conditional heteroskedasticity and...

Five National Fire Danger Rating System indices (including the Ignition Component, Energy Release Component, Burning Index, Spread Component, and the Keetch-Byram Drought Index) and the Fosberg Fire Weather Index are used to characterise US fire danger. These fire danger indices and input...