Censored regression quantiles with endogenous regressors
From MaRDI portal
Publication:288346
DOI10.1016/j.jeconom.2007.01.016zbMath1418.62420OpenAlexW2083847737WikidataQ57338894 ScholiaQ57338894MaRDI QIDQ288346
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
Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Estimation in survival analysis and censored data (62N02)
Related Items
Smoothed empirical likelihood analysis of partially linear quantile regression models with missing response variables ⋮ Endogeneity in quantile regression models: a control function approach ⋮ Inference on endogenously censored regression models using conditional moment inequalities ⋮ Semiparametric estimation of binary response models with endogenous regressors ⋮ A Smoothing Direct Search Method for Monte Carlo-Based Bound Constrained Composite Nonsmooth Optimization ⋮ NONPARAMETRIC TWO-STEP SIEVE M ESTIMATION AND INFERENCE ⋮ Semiparametric Estimators for Limited Dependent Variable (LDV) Models with Endogenous Regressors ⋮ The subdifferential of measurable composite max integrands and smoothing approximation ⋮ IV methods for Tobit models ⋮ Semiparametric estimation of average treatment effect through a random coefficient dummy endogenous variable model ⋮ Sequential estimation of censored quantile regression models ⋮ Semiparametric estimation of a censored regression model with endogeneity ⋮ Nonparametric identification and estimation of dynamic treatment effects for survival data in a regression discontinuity design ⋮ Moment estimation for censored quantile regression ⋮ Quantile regression with censoring and endogeneity
Cites Work
- Instrumental quantile regression inference for structural and treatment effect models
- Nonparametric estimates of regression quantiles and their local Bahadur representation
- Least absolute deviations estimation for the censored regression model
- Censored regression quantiles
- Global nonparametric estimation of conditional quantile functions and their derivatives
- Semiparametric estimation of censored selection models with a nonparametric selection mechanism
- Coherency and estimation in simultaneous models with censored or qualitative dependent variables
- On average derivative quantile regression
- Estimation of Type 3 Tobit models using symmetric trimming and pairwise comparisons
- Robust estimation based on grouped-adjusted data in censored regression models
- Identification of Treatment Effects Using Control Functions in Models With Continuous, Endogenous Treatment and Heterogeneous Effects
- Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity
- Root-N-Consistent Semiparametric Regression
- Estimation in a Class of Simultaneous Equation Limited Dependent Variable Models
- Trimmed Lad and Least Squares Estimation of Truncated and Censored Regression Models with Fixed Effects
- Sample Selection Bias as a Specification Error
- Nonparametric Estimation of Sample Selection Models
- Three-Step Censored Quantile Regression and Extramarital Affairs
- An Alternative Estimator for the Censored Quantile Regression Model
- Nonparametric Estimation of Triangular Simultaneous Equations Models
- Endogeneity in Semiparametric Binary Response Models
- SEMIPARAMETRIC ESTIMATION OF A PARTIALLY LINEAR CENSORED REGRESSION MODEL
- An IV Model of Quantile Treatment Effects
- Inference in Censored Models with Endogenous Regressors
- Two-step estimation of semiparametric censored regression models