Estimation of Semiparametric Censored Regression Models: An Application to Changes in Black-White Earnings Inequality during the 1960s

作者: Kenneth Y. Chay , Bo E. Honore

DOI: 10.2307/146313

关键词: EconometricsEarnings inequalityEarningsStatisticsCensoring (statistics)Estimation methodsSemiparametric regressionEconomic progressCensored regression modelEconomicsPanel data

摘要: … censored regression models" (page 1450). Based on this evidence, it is informative to explore the likely impact of heteroskedasticity and nonnormality on maximum likelihood estimates …

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