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Further evidence on the robustness of the Tobit estimator to heteroskedasticity

✍ Scribed by Abbas Arabmazar; Peter Schmidt


Publisher
Elsevier Science
Year
1981
Tongue
English
Weight
366 KB
Volume
17
Category
Article
ISSN
0304-4076

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The robustnese of the standardized selection difference is investigated for the family of central chi-squared-distributions. The results are compared with those for the uniform, a family of triangular distributions and the exponential distribution. Beside these exact results and some simulation res