arXiv:2611.09539v1 Announce Type: cross Abstract: This paper develops a general M-estimation framework for censored regression models under endogeneity. A two-stage estimation is proposed to address the issue of endogeneity in the first stage and the issue of censoring in linear regression models in the second stage. The issue of endogeneity is addressed via instrumental variables using the control function approach. The issue of censoring in linear regression models is addressed via M-estimation using a suitably defined class of loss functions yielding a class of estimators. Thus, the proposed general M-estimation framework nests several existing estimators as special cases for the respective loss functions. Moreover, this provides flexibility of accommodating a broad range of robust loss functions that have not previously been studied in the context of censored regression. We establish consistency and asymptotic normality for the proposed class of estimators. An empirical study based on simulated datasets is conducted to illustrate general M-estimation for various choices of loss functions and to examine the finite-sample performance of various resulting estimators.