Estimation of a censored regression panel data model using conditional moment restrictions efficiently
From MaRDI portal
Publication:1971784
DOI10.1016/S0304-4076(99)00028-7zbMath1125.62347OpenAlexW2114844632MaRDI QIDQ1971784
Erwin Charlier, Bertrand Melenberg, Arthur van Soest
Publication date: 23 March 2000
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4076(99)00028-7
Related Items (4)
Unbalanced panel data: a survey ⋮ Two tests for strict exogeneity in a correlated random effects panel data Tobit model ⋮ Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares ⋮ An analysis of housing expenditure using semiparametric models and panel data
Cites Work
- Unnamed Item
- Maximum Likelihood Specification Testing and Conditional Moment Tests
- Simulation-based inference. A survey with special reference to panel data models
- Residual analysis in the grouped and censored normal linear model
- Pairwise difference estimators of censored and truncated regression models
- Asymptotic efficiency in estimation with conditional moment restrictions
- Asymptotic least-squares estimation efficiency considerations and applications
- Simulation and the Asymptotics of Optimization Estimators
- Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form
- Semiparametric Analysis of Random Effects Linear Models from Binary Panel Data
- An Investigation of the Robustness of the Tobit Estimator to Non-Normality
- Trimmed Lad and Least Squares Estimation of Truncated and Censored Regression Models with Fixed Effects
- Estimation of a Panel Data Sample Selection Model
- Measuring the costs of children: parametric and semiparametric estimators1
- A Mirror Image Invariance for M-Estimators
- Consistent Estimates Based on Partially Consistent Observations
This page was built for publication: Estimation of a censored regression panel data model using conditional moment restrictions efficiently
