Rebollo-Sanz, Yolanda F.; Román, Ainara González de San - Departamento de Economía, Universidad Pablo de Olavide - 2013
The main contribution of this paper is to provide researchers with a new estimation method suitable for censored models with two high dimensional fixed effects. This new estimation method is based on a sequence of least squares regressions. In practice, use of this method can result in...