Estimation of Type 3 Tobit models using symmetric trimming and pairwise comparisons

DOI10.1016/0304-4076(95)01784-4zbMath0898.62139OpenAlexW2156683286MaRDI QIDQ1362029

Ekaterini Kyriazidou, Christopher Udry, Bo E. Honoré

Publication date: 3 November 1998

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(95)01784-4

zbMATH Keywords

pairwise comparisonssemiparametric Type 3 Tobit modelsymmetric trimming

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (15)

Semiparametric median estimation of the Type 3 Tobit model ⋮ A semi-parametric estimator for censored selection models with endogeneity ⋮ Censored regression quantiles with endogenous regressors ⋮ Semiparametric efficiency bound for the Type 3 Tobit model under a symmetry restriction ⋮ Semiparametric estimation of the type-3 Tobit model ⋮ Two-step semiparametric estimation of the type-3 Tobit model ⋮ Nonseparable sample selection models with censored selection rules ⋮ Estimation of a heteroscedastic binary choice model with an endogenous dummy regressor ⋮ Comparing principal stratification and selection models in parametric causal inference with nonignorable missingness ⋮ Semiparametric and nonparametric estimation of sample selection models under symmetry ⋮ A simple consistent test of conditional symmetry in symmetrically trimmed Tobit models ⋮ SEMIPARAMETRIC ESTIMATION OF NONSTATIONARY CENSORED PANEL DATA MODELS WITH TIME VARYING FACTOR LOADS ⋮ Estimating censored regression models in the presence of nonparametric multiplicative hetero\-skedasticity. ⋮ Rank estimation of a location parameter in the binary choice model ⋮ Estimation of tobit-type models with individual specific effects

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