Partial identification and inference in censored quantile regression
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Publication:1668570
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Cites work
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- Censored Regression Quantiles
- Censored regression quantiles
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- Identification of a competing risks model with unknown transformations of latent failure times
- Identification of panel data models with endogenous censoring
- Inference based on conditional moment inequalities
- Inference in nonparametric instrumental variables with partial identification
- Inference on endogenously censored regression models using conditional moment inequalities
- Integrated square error properties of kernel estimators of regression functions
- Intersection bounds: estimation and inference
- Least absolute deviations estimation for the censored regression model
- Locally weighted censored quantile regression
- New methods for analyzing structural models of labor force dynamics
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- Nonparametric identification of accelerated failure time competing risks models
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- Regression Quantiles
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- Sharpness in randomly censored linear models
- Smooth minimum distance estimation and testing with conditional estimating equations: uniform in bandwidth theory
- Specification tests for partially identified models defined by moment inequalities
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- The identifiability of the competing risks model
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Cited in
(9)- Simplicial and minimal-variance distances in multivariate data analysis
- Set identification of the censored quantile regression model for short panels with fixed effects
- A multiplex interdependent durations model
- Quantile regression with interval data
- Partially identifying competing risks models: an application to the war on cancer
- Bounds on Average and Quantile Treatment Effects on Duration Outcomes Under Censoring, Selection, and Noncompliance
- Recent advances in copula-based methods for dependent censoring (invited article)
- Quantile regression under dependent censoring with unknown association
- Copula-based models for competing risks: a comprehensive review
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