Powell's (1984, Journal of Econometrics 25, 303}325) censored least absolute deviations (CLAD) estimator for the censored linear regression model has been regarded as a desirable alternative to maximum likelihood estimation ...

This paper considers estimation of a sample selection model subject to conditional heteroskedasticity in both the selection and outcome equations. The form of heteroskedasticity allowed for in each equation is multiplicative, ...

We propose an estimation procedure for a semiparametric panel data censored regression model in which the error terms may be subject to general forms of nonstationarity. Specifically, we allow for heteroskedasticity over ...