Estimation of cross sectional and panel data censored regression models with endogeneity
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Publication:899512
DOI10.1016/j.jeconom.2003.06.001zbMath1328.62556OpenAlexW2080462468MaRDI QIDQ899512
Publication date: 29 December 2015
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2003.06.001
Related Items (15)
Excess heterogeneity, endogeneity and index restrictions ⋮ Identification of panel data models with endogenous censoring ⋮ Semiparametric Estimators for Limited Dependent Variable (LDV) Models with Endogenous Regressors ⋮ IV methods for Tobit models ⋮ Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares ⋮ Quantile regression with censoring and sample selection ⋮ Identification and estimation of nonlinear dynamic panel data models with unobserved covariates ⋮ Bayesian analysis of dynamic panel data by penalized quantile regression ⋮ Estimation of Panel Data Regression Models with Two-Sided Censoring or Truncation ⋮ Semiparametric robust estimation of truncated and censored regression models ⋮ Correlated random effects models with unbalanced panels ⋮ Sequential estimation of censored quantile regression models ⋮ Bayesian analysis of quantile regression for censored dynamic panel data ⋮ Semiparametric estimation of a censored regression model with endogeneity ⋮ Moment estimation for censored quantile regression
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