Two‐stage estimation of limited dependent variable models with errors‐in‐variables

DOI10.1111/j.1368-423X.2007.00214.xzbMath1122.62050MaRDI QIDQ5427677

Liqun Wang, Cheng Hsiao

Publication date: 21 November 2007

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

zbMATH Keywords

censored regressionminimum distance estimationerrors in variablesinstrumental variablesmeasurement errorsTobit modellimited dependent variablestruncated outcome

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Censored data models (62N01)

Related Items (2)

Bayesian mismeasurementt-models for censored responses ⋮ Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models

Uses Software

• quantreg

Cites Work

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• Some aspects of measurement error in a censored regression model
• Tobit models: A survey
• Two-stage intrumental variable estimators for the nonlinear errors-in- variables model
• Consistent estimation for some nonlinear errors-in-variables models
• Least absolute deviations estimation for the censored regression model
• Instrumental variable estimator for the nonlinear errors-in-variables model
• Censored regression quantiles
• Estimation of censored linear errors-in-variables models
• A simple adjustment for measurement errors in some limited dependent variable models.
• Symmetrically Trimmed Least Squares Estimation for Tobit Models
• Identification and Estimation of Dichotomous Latent Variables Models Using Panel Data
• Regression Analysis when the Dependent Variable Is Truncated Normal
• Two-step estimation of semiparametric censored regression models

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