WEIGHTED AND TWO-STAGE LEAST SQUARES ESTIMATION OF SEMIPARAMETRIC TRUNCATED REGRESSION MODELS

DOI10.1017/S0266466607070132zbMath1237.62047OpenAlexW2151657404MaRDI QIDQ2886945

Arthur Lewbel, Shakeeb Khan

Publication date: 14 May 2012

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466607070132

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Nonparametric estimation (62G05)

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