Asymptotic Inference in Censored Regression MOdels Revisited

This paper establishes that regressors in the models with censored dependent variables need not be bounded for the standard asymptotic results to apply. Thus, regressors that grow monotonically with the observation index may be acceptable. It also purports to provide an upper bound on the rate at which regressors may grow.

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Year of publication:	2001-02
Authors:	Kao, Chihwa
Institutions:	Center for Policy Research, Maxwell School

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Extent:	application/pdf
Series:	Center for Policy Research Working Papers.
Type of publication:	Book / Working Paper
Notes:	Number 36 14 pages
Classification:	C23 - Models with Panel Data
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005698368