Median unbiasedness of estimators of panel data censored regression models

Jeffrey R. Campbell; bo E. Honoré

doi:10.1017/S0266466600007799

Median unbiasedness of estimators of panel data censored regression models

Jeffrey R. Campbell, bo E. Honoré

Research output: Contribution to journal › Article › peer-review

3 Scopus citations

Abstract

This note proves that the estimator of panel data censored regression models proposed in Honoré [2] is median unbiased when only one parameter is estimated. This result is obtained without parametric assumptions about the distribution of the error terms.

Original language	English (US)
Pages (from-to)	499-503
Number of pages	5
Journal	Econometric Theory
Volume	9
Issue number	3
DOIs	https://doi.org/10.1017/S0266466600007799
State	Published - Jun 1993
Externally published	Yes

All Science Journal Classification (ASJC) codes

Social Sciences (miscellaneous)
Economics and Econometrics

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title = "Median unbiasedness of estimators of panel data censored regression models",

abstract = "This note proves that the estimator of panel data censored regression models proposed in Honor{\'e} [2] is median unbiased when only one parameter is estimated. This result is obtained without parametric assumptions about the distribution of the error terms.",

author = "Campbell, {Jeffrey R.} and Honor{\'e}, {bo E.}",

year = "1993",

month = jun,

doi = "10.1017/S0266466600007799",

language = "English (US)",

volume = "9",

pages = "499--503",

journal = "Econometric Theory",

issn = "0266-4666",

publisher = "Cambridge University Press",

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T1 - Median unbiasedness of estimators of panel data censored regression models

AU - Campbell, Jeffrey R.

AU - Honoré, bo E.

PY - 1993/6

Y1 - 1993/6

N2 - This note proves that the estimator of panel data censored regression models proposed in Honoré [2] is median unbiased when only one parameter is estimated. This result is obtained without parametric assumptions about the distribution of the error terms.

AB - This note proves that the estimator of panel data censored regression models proposed in Honoré [2] is median unbiased when only one parameter is estimated. This result is obtained without parametric assumptions about the distribution of the error terms.

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VL - 9

SP - 499

EP - 503

JO - Econometric Theory

JF - Econometric Theory

IS - 3

ER -

Median unbiasedness of estimators of panel data censored regression models

Abstract

All Science Journal Classification (ASJC) codes

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