The Bootstrap and the Censored Regression

Chihwa Kao

No 256049, Discussion Papers from Chung-Hua Institution for Economic Research

Abstract: This paper proposes a bootstrap estimate for the standard error of the Buckley-James estimator in a censored regression and when the error distribution is unknown.

Keywords: Risk; and; Uncertainty (search for similar items in EconPapers)
Pages: 10
Date: 1984
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Persistent link: https://EconPapers.repec.org/RePEc:ags:cierdp:256049

DOI: 10.22004/ag.econ.256049

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