| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1153922 | Statistics & Probability Letters | 2008 | 5 Pages |
Abstract
An estimator is proposed for semiparametric linear regression models with left truncated and right censored dependent variables. The estimator is derived from a moment condition following the principles of Newey [Newey, W.K., 2001. Conditional moment restrictions in censored and truncated regression models. Econometric Theory 17, 863-888] on conditional moment conditions. Consistency of the estimator is shown and simulation is used for illustration of the small sample properties.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Maria Karlsson, Thomas Laitila,