面板数据删失回归模型估计量的中位数无偏性

Median Unbiasedness of Estimators of Panel Data Censored Regression Models

Econometric Theory · 1993
被引 5
人大 A-ABS 4

中文导读

证明了Honoré提出的面板数据删失回归模型估计量在仅估计一个参数时具有中位数无偏性,且无需对误差项分布做参数假设。

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.

Honoré估计量中位数无偏面板数据删失回归模型