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.
Asf Y ∗ 1 |w(·) =f ε1|w(· −a−x ⊤ 1 θ0) is assumed bounded by a constantC(Assumption 3.5), Tonelli’s theorem yields Z R gm(y∗
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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.