Semiparametric econometric estimators for a truncated regression model: a review with an extension
Myoung-jae Lee and
Statistica Neerlandica, 1998, vol. 52, issue 2, 200-225
Econometric estimators for a truncated regression model are reviewed. For each estimator, the motivations, the key assumptions, the asymptotic distribution and estimates for the asymptotic variance matrix are presented; also a new estimator is suggested. We select five practical estimators among those, and compare them through a Monte Carlo study where the response variable is simulated but the covariates are drawn from a real data set. Some practical and computational issues are addressed as well.
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Persistent link: https://EconPapers.repec.org/RePEc:bla:stanee:v:52:y:1998:i:2:p:200-225
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