Estimating censored regression models in the presence of nonparametric multiplicative heteroskedasticity

Journal of Econometrics

Volumn 98, Issue 2, 2000, Pages 283-316

  Chen, Songnian ^a   Khan, Shakeeb ^b  

^a HONG KONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Hong Kong)

^b UNIVERSITY OF ROCHESTER   (United States)

Author keywords

Censored regression; Full rank condition; Heavy censoring; Multiplicative heteroskedasticity

Indexed keywords

EID: 0001013728     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(00)00020-8     Document Type: Article

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