Censored regression quantiles with endogenous regressors

DOI10.1016/J.JECONOM.2007.01.016MaRDI QIDQ288346zbMATHOpenAlexWikidataFDO

Authors Richard Blundell, James L. Powell

Publication date 25 May 2016

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

Full work available at URL https://doi.org/10.1016/j.jeconom.2007.01.016

zbMATH Keywords

endogeneityquantile regressioncensored regressioncontrol function estimation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Estimation in survival analysis and censored data (62N02) Applications of statistics to economics (62P20)

Recommendations

• Quantile regression with censoring and endogeneity
• Censored regression quantiles
• Regression quantiles under dependent censoring
• A quantile regression estimator for censored data
• Inference in Censored Models with Endogenous Regressors
• Estimation of cross sectional and panel data censored regression models with endogeneity
• Censored quantile regression with varying coefficients
• A New Approach to Censored Quantile Regression Estimation

Cites work

• An Alternative Estimator for the Censored Quantile Regression Model
• An IV Model of Quantile Treatment Effects
• Censored regression quantiles
• Coherency and estimation in simultaneous models with censored or qualitative dependent variables
• Endogeneity in Semiparametric Binary Response Models
• Estimation in a Class of Simultaneous Equation Limited Dependent Variable Models
• Estimation of Type 3 Tobit models using symmetric trimming and pairwise comparisons
• Global nonparametric estimation of conditional quantile functions and their derivatives
• Identification and estimation of triangular simultaneous equations models without additivity
• Identification of Treatment Effects Using Control Functions in Models With Continuous, Endogenous Treatment and Heterogeneous Effects
• Inference in Censored Models with Endogenous Regressors
• Instrumental quantile regression inference for structural and treatment effect models
• Least absolute deviations estimation for the censored regression model
• Nonparametric Estimation of Sample Selection Models
• Nonparametric Estimation of Triangular Simultaneous Equations Models
• Nonparametric estimates of regression quantiles and their local Bahadur representation
• On average derivative quantile regression
• Robust estimation based on grouped-adjusted data in censored regression models
• Root-N-Consistent Semiparametric Regression
• SEMIPARAMETRIC ESTIMATION OF A PARTIALLY LINEAR CENSORED REGRESSION MODEL
• Sample Selection Bias as a Specification Error
• Semiparametric estimation of censored selection models with a nonparametric selection mechanism
• Three-Step Censored Quantile Regression and Extramarital Affairs
• Trimmed Lad and Least Squares Estimation of Truncated and Censored Regression Models with Fixed Effects
• Two-step estimation of semiparametric censored regression models

Cited in

(30)

• Bounds on Average and Quantile Treatment Effects on Duration Outcomes Under Censoring, Selection, and Noncompliance
• The subdifferential of measurable composite max integrands and smoothing approximation
• A semi-parametric estimator for censored selection models with endogeneity
• Testing Censoring Point Independence
• Nonparametric identification and estimation of dynamic treatment effects for survival data in a regression discontinuity design
• Endogeneity in quantile regression models: a control function approach
• Treatment effects with censoring and endogeneity
• Nonparametric two-step sieve M estimation and inference
• An estimation of worker and firm effects with censored data
• Quantile uncorrelation and instrumental regressions
• Inference on endogenously censored regression models using conditional moment inequalities
• Nonparametric Tests for Treatment Effect Heterogeneity With Duration Outcomes
• Marginal effects in the censored regression model.
• Bayesian endogenous Tobit quantile regression
• Semiparametric estimation of a censored regression model with endogeneity
• Three-Step Censored Quantile Regression and Extramarital Affairs
• Estimation of cross sectional and panel data censored regression models with endogeneity
• A smoothing direct search method for Monte Carlo-based bound constrained composite nonsmooth optimization
• Inference in Censored Models with Endogenous Regressors
• Moment estimation for censored quantile regression
• IV methods for Tobit models
• Two-step estimation of semiparametric censored regression models
• Semiparametric estimation of binary response models with endogenous regressors
• Quantile regression with censoring and endogeneity
• Sequential estimation of censored quantile regression models
• Semiparametric estimation of average treatment effect through a random coefficient dummy endogenous variable model
• Estimation of nonseparable models with censored dependent variables and endogenous regressors
• Smoothed empirical likelihood analysis of partially linear quantile regression models with missing response variables
• Endogenously censored median regression with an application to benefit elasticity of US unemployment duration
• Semiparametric estimators for limited dependent variable (LDV) models with endogenous regressors

This page was built for publication: Censored regression quantiles with endogenous regressors

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q288346)