L-Estimation in Instrumental Variables Regression for Censored Data in Presence of Endogeneity and Dependent Errors

In this article, we propose L-estimators of the unknown parameters in the instrumental variables regression in the presence of censored data under endogeneity. We allow the random errors involved in the model to be dependent. The proposed estimation procedure is a two-stage procedure, and the large sample properties of the proposed estimators are established. The utility of the proposed methodology is demonstrated for various simulated data and a benchmark real data set.