Semiparametric estimation of a truncated regression model

DOI10.1016/J.JECONOM.2011.09.016zbMath1441.62641OpenAlexW2088845900MaRDI QIDQ738154

Songnian Chen, Xianbo Zhou

Publication date: 15 August 2016

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2011.09.016

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05)

Related Items (5)

Two-step semiparametric estimation of the type-3 Tobit model ⋮ Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares ⋮ -Penalized Pairwise Difference Estimation for a High-Dimensional Censored Regression Model ⋮ Bayesian truncated beta nonlinear mixed-effects models ⋮ NONPARAMETRIC IDENTIFICATION AND ESTIMATION OF TRUNCATED REGRESSION MODELS WITH HETEROSKEDASTICITY

Cites Work

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• Maximal inequalities for degenerate \(U\)-processes with applications to optimization estimators
• Pairwise difference estimators of censored and truncated regression models
• Asymptotics via empirical processes. With comments and a rejoinder by the author
• Quadratic mode regression
• Symmetrically Trimmed Least Squares Estimation for Tobit Models
• Simulation and the Asymptotics of Optimization Estimators
• Rank estimation of a transformation model with observed truncation
• Semiparametric Estimation of Index Coefficients
• CONDITIONAL MOMENT RESTRICTIONS IN CENSORED AND TRUNCATED REGRESSION MODELS
• Efficient Semiparametric Estimation via Moment Restrictions

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