This paper establishes that regressors in the models with censored dependent variables need not be bounded for the standard asymptotic results to apply. Thus, regressors that grow monotonically with the observation index may be acceptable. It also purports to provide an upper bound on the rate at which regressors may grow.
panel data, single equation models, censored dependent variables
Working Papers Series
Kao, Chihwa, "Asymptotic Inference in Censored Regression Models Revisited" (2001). Center for Policy Research. 119.
Metadata from RePEc