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)

Related Items (12)

Identification and information in monotone binary models ⋮ Endogenous selection or treatment model estimation ⋮ A logit model with endogenous explanatory variables and network externalities ⋮ k-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA ⋮ Semiparametric Estimators for Limited Dependent Variable (LDV) Models with Endogenous Regressors ⋮ A Simple Estimator for Binary Choice Models with Endogenous Regressors ⋮ A Bayesian two-stage regression approach of analysing longitudinal outcomes with endogeneity and incompleteness ⋮ NONPARAMETRIC IDENTIFICATION AND ESTIMATION OF TRUNCATED REGRESSION MODELS WITH HETEROSKEDASTICITY ⋮ OPTIMAL BANDWIDTH CHOICE FOR ESTIMATION OF INVERSE CONDITIONAL–DENSITY–WEIGHTED EXPECTATIONS ⋮ Binary response correlated random coefficient panel data models ⋮ Identification in nonparametric limited dependent variable models with simultaneity and unobserved heterogeneity ⋮ Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables

Cites Work

• Mode regression
• Nonparametric estimation of the slope of a truncated regression
• Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator
• Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator
• Maximum score estimation of the stochastic utility model of choice
• Rank estimators for monotonic index models
• Pairwise difference estimators of censored and truncated regression models
• Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables
• Quadratic mode regression
• Symmetrically Trimmed Least Squares Estimation for Tobit Models
• A Smoothed Maximum Score Estimator for the Binary Response Model
• Social Experimentation, Truncated Distributions, and Efficient Estimation
• Semiparametric Latent Variable Model Estimation with Endogenous or Mismeasured Regressors
• Semiparametric Estimation of Index Coefficients
• Measurement Error Models with Auxiliary Data

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