Censored Regression Models with Endogeneity: A Survey
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Authors
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Swati Shukla
Indian Institute of Technology, Kanpur
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Shalabh
Indian Institute of Technology, Kanpur
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Subhra Sankar Dhar
Indian Institute of Technology, Kanpur
Keywords:
Censored Regression model; Endogeneity; Two-Stage Estimation; Instrumental VariablesAbstract
This survey article provides a comprehensive overview of methodologies developed to handle endogeneity in censored regression models.
We emphasize their theoretical basis, and estimation methodologies. The paper summarizes the benefits and drawbacks of each technique and
addresses expansions to nonlinear, panel, and high-dimensional settings, offering researchers practical assistance and identifying options for future
methodological improvement in censored models with endogenous regressors.
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