Least absolute deviations estimation for the censored regression model

1984/07/01 by James L. Powell, James L Powell · 857 citations
Mathematics · #Advanced Statistical Methods and Models #Applied mathematics #Censored regression model #Econometrics #Estimator #Heteroscedasticity #Homoscedasticity #Least absolute deviations #Mathematics #Statistical Methods and Bayesian Inference #Statistical Methods and Inference #Statistics

paper · doi:10.1016/0304-4076(84)90004-6

published in Journal of Econometrics 25(3), 303-325 (Elsevier BV)

crossref issued 1984/07/01 · crossref published 1984/07/01 · crossref published-print 1984/07/01 · openalex publication_date 1984/07/01 · crossref created 2002/07/26 · crossref deposited 2024/12/06 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/25 · crossref indexed 2026/08/04

Citations

• Robust Estimation of a Location Parameter
• Estimation of Relationships for Limited Dependent Variables
• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• Specification Tests in Econometrics
• An efficient method for finding the minimum of a function of several variables without calculating derivatives
• On Estimation of a Probability Density Function and Mode
• Sample Selection Bias as a Specification Error
• A Simplex Method for Function Minimization

Cited by

• Chapter 36 Large sample estimation and hypothesis testing
• Tobit model [wikipedia]