Derives corrected asymptotic variances for TLS and TLAD in censored panel models with fixed effects, relaxes some conditions for TLS, adds missing terms for TLAD, and provides consistent variance estimators including a bootstrap.
It thus follows from the Generalized Lebesgue Dominated Convergence Theorem (GLDCT) in Theorem S2.1 thatfis integrable and R fm dλ→ R fdλ
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Asymptotic Variance Theory for Trimmed Least Squares and Trimmed Least Absolute Deviations in Censored Panel Models with Fixed Effects
Derives corrected asymptotic variances for TLS and TLAD in censored panel models with fixed effects, relaxes some conditions for TLS, adds missing terms for TLAD, and provides consistent variance estimators including a bootstrap.