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 nonparametric identification and estimation of a generalized Roy model that includes a non-pecuniary component of utility associated with each choice alternative. Previous work has found that, without ...

Censored regression models have received a great deal of attention in both the theoretical and applied econometric literature. Most of the existingestimation procedures for either cross-sectional or panel data models are ...

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 ...

Root-n-consistent estimators of the regression coe-cients in the linear censored regression model under conditional quantile restrictions on the error terms were proposedby Powell (Journal of Econometrics 25 (1984) ...