Sule, Alan; Honoré Bo E.; Luojia, Hu; Søren, Leth-Petersen - In: Journal of Econometric Methods 3 (2014) 1, pp. 1-20
This paper constructs estimators for panel data regression models with individual specific heterogeneity and two-sided censoring and truncation. Following Powell the estimation strategy is based on moment conditions constructed from re-censored or re-truncated residuals. While these moment...