Abrevaya, Jason; Shen, Shu - In: Journal of Applied Econometrics 29 (2014) 4, pp. 523-548
SUMMARY This paper considers estimation of censored panel‐data models with individual‐specific slope heterogeneity. The slope heterogeneity may be random (random slopes model) or related to covariates (correlated random slopes model). Maximum likelihood and censored least‐absolute...
