2 papers
stat.ME2025
L-Estimation Approach to Tobit Models with Endogeneity and Weakly Dependent Errors
Swati Shukla, Subhra Sankar Dhar, Shalabh
This article introduces an L-estimator for the semiparametric Tobit model with endogenous regressors. The estimation procedure follows a two-stage approach: the first stage employs…
stat.ME2025
Generalized M-Estimation in Censored Regression Model under Endogeneity
Swati Shukla, Subhra Sankar Dhar, Shalabh
We propose and study M-estimation to estimate the parameters in the censored regression model in the presence of endogeneity, i.e., the Tobit model. In the course of this study, we…