Derives corrected asymptotic variances for TLS and TLAD in censored panel models with fixed effects, relaxes some conditions for TLS, adds missing terms for TLAD, and provides consistent variance estimators including a bootstrap.
where (46) follows by the same argument as that leading to (45), with (−t−τ m,−t) replaced by (−t,−t+τ m)
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
econ.EM 1years
2026 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
Asymptotic Variance Theory for Trimmed Least Squares and Trimmed Least Absolute Deviations in Censored Panel Models with Fixed Effects
Derives corrected asymptotic variances for TLS and TLAD in censored panel models with fixed effects, relaxes some conditions for TLS, adds missing terms for TLAD, and provides consistent variance estimators including a bootstrap.