Inference on endogenously censored regression models using conditional moment inequalities

DOI10.1016/j.jeconom.2009.01.006zbMath1431.62639OpenAlexW1993610348MaRDI QIDQ2630071

Shakeeb Khan, Elie Tamer

Publication date: 25 July 2016

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2009.01.006

zbMATH Keywords

endogeneityheteroscedasticitycovariate dependent censoringconditional moment inequality modelsquantile minimum distance

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric estimation (62G05) Estimation in survival analysis and censored data (62N02)

Related Items (32)

Informational content of special regressors in heteroskedastic binary response models ⋮ Multiscale adaptive inference on conditional moment inequalities ⋮ Identification of panel data models with endogenous censoring ⋮ Optimal transportation and the falsifiability of incompletely specified economic models ⋮ Estimators Based on Data-Driven Generalized Weighted Cramér-von Mises Distances under Censoring - with Applications to Mixture Models ⋮ Partial identification and inference in censored quantile regression ⋮ TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES ⋮ Estimating demand for differentiated products with zeroes in market share data ⋮ Better bunching, nicer notching ⋮ IV methods for Tobit models ⋮ Sharpness in randomly censored linear models ⋮ Inference in models with partially identified control functions ⋮ Quantile regression with doubly censored data ⋮ On the choice of test statistic for conditional moment inequalities ⋮ Weighted KS statistics for inference on conditional moment inequalities ⋮ Semiparametric estimation of the Box-Cox transformation model ⋮ Inference based on many conditional moment inequalities ⋮ Semiparametric least-squares regression with doubly-censored data ⋮ Endogenously censored median regression with an application to benefit elasticity of US unemployment duration ⋮ Sequential estimation of censored quantile regression models ⋮ Consistent estimation with many moment inequalities ⋮ Nonparametric inference based on conditional moment inequalities ⋮ Set identification of the censored quantile regression model for short panels with fixed effects ⋮ Semiparametric estimation of a censored regression model with endogeneity ⋮ SEMIPARAMETRIC ESTIMATION OF CENSORED SPATIAL AUTOREGRESSIVE MODELS ⋮ Landmark Estimation of Survival and Treatment Effect in a Randomized Clinical Trial ⋮ NONPARAMETRIC IDENTIFICATION OF ACCELERATED FAILURE TIME COMPETING RISKS MODELS ⋮ Estimating multinomial choice models with unobserved choice sets ⋮ Quantile regression with interval data ⋮ Asymptotically exact inference in conditional moment inequality~models ⋮ Quantile regression with censoring and endogeneity ⋮ Distribution-free tests of conditional moment inequalities

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