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Median Unbiasedness of Estimators of Panel Data Censored Regression Models

  • Jeffrey R. Campbell (a1) and Bo E. Honoré (a1)

Abstract

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.

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References

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1.Andrews, D.W.K.Exactly median-unbiased estimation of first order autoregressive/unit root models, Econometrica 61 (1993): 139165.
2.Honoré, B.E.Trimmed LAD and least squares estimation of truncated and censored regression models with fixed effects. Econometrica 60 (1992): 533565.
3.Honoré, B.E. & Powell, J.L. Pairwise difference estimators of censored and truncated regression models. Unpublished Manuscript, 1992.

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Median Unbiasedness of Estimators of Panel Data Censored Regression Models

  • Jeffrey R. Campbell (a1) and Bo E. Honoré (a1)

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