Estimation of panel data regression models with two-sided censoring or truncation

DOI10.1515/JEM-2012-0012MaRDI QIDQ5413557zbMATH OpenOpenAlexFDO

Authors Sule Alan, Bo E. Honoré, Luojia Hu, Søren Leth-Petersen

Publication date 30 April 2014

Published in Journal of Econometric Methods (Search for Journal in Brave)

Full work available at URL http://www.chicagofed.org/digital_assets/publications/working_papers/2011/wp2011_08.pdf

zbMATH Keywords

censored regressionpanel datatruncated regression

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Censored data models (62N01) Estimation in survival analysis and censored data (62N02) Applications of statistics to economics (62P20) Macroeconomic theory (monetary models, models of taxation) (91B64)

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Cites work

• Estimation of a Censored Dynamic Panel Data Model
• Estimation of a Panel Data Sample Selection Model
• Estimation of cross sectional and panel data censored regression models with endogeneity
• How robust is laboratory gift exchange?
• Identification of panel data models with endogenous censoring
• Leapfrog estimation of a fixed-effects model with unknown transformation of the dependent variable
• Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator
• Non-parametric identification and estimation of truncated regression models
• Pairwise difference estimators of censored and truncated regression models
• Rank estimation of a transformation model with observed truncation
• Semiparametric Analysis of Random Effects Linear Models from Binary Panel Data
• Simulation and the Asymptotics of Optimization Estimators
• Symmetrically Trimmed Least Squares Estimation for Tobit Models
• The identifiability of the competing risks model
• The Non-Parametric Identification of Generalized Accelerated Failure-Time Models
• Trimmed Lad and Least Squares Estimation of Truncated and Censored Regression Models with Fixed Effects

Cited in

(7)

• Analysis of private transfers with panel fixed-effect censored model estimator
• Estimation of a censored regression panel data model using conditional moment restrictions efficiently
• Identifying latent group structures in nonlinear panels
• Estimation of a Censored Dynamic Panel Data Model
• Estimation of a Two-Equation Panel Model with Mixed Continuous and Ordered Categorical Outcomes and Missing Data
• Dynamic bunching estimation with panel data
• Censored lifespans in a double-truncated sample: maximum likelihood inference for exponential and geometric distribution

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