SEMIPARAMETRIC ESTIMATION OF NONSTATIONARY CENSORED PANEL DATA MODELS WITH TIME VARYING FACTOR LOADS

DOI10.1017/S0266466608080468zbMath1284.62596OpenAlexW2152058513MaRDI QIDQ3632414

Songnian Chen, Shakeeb Khan

Publication date: 11 June 2009

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

Full work available at URL: https://doi.org/10.1017/s0266466608080468

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Censored data models (62N01)

Related Items (7)

Identification of panel data models with endogenous censoring ⋮ A SIMPLE NONPARAMETRIC APPROACH FOR ESTIMATION AND INFERENCE OF CONDITIONAL QUANTILE FUNCTIONS ⋮ LOCAL PARTITIONED QUANTILE REGRESSION ⋮ Bayesian analysis of quantile regression for censored dynamic panel data ⋮ Set identification of the censored quantile regression model for short panels with fixed effects ⋮ SEMIPARAMETRIC ESTIMATION OF CENSORED SPATIAL AUTOREGRESSIVE MODELS ⋮ Estimation of Censored Quantile Regression for Panel Data With Fixed Effects

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