Censored regression quantiles with endogenous regressors
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Publication:288346
DOI10.1016/J.JECONOM.2007.01.016zbMATH Open1418.62420OpenAlexW2083847737WikidataQ57338894 ScholiaQ57338894MaRDI QIDQ288346FDOQ288346
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
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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)
Cites Work
- Least absolute deviations estimation for the censored regression model
- Censored regression quantiles
- Semiparametric estimation of censored selection models with a nonparametric selection mechanism
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- Endogeneity in Semiparametric Binary Response Models
- Global nonparametric estimation of conditional quantile functions and their derivatives
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- 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
- Three-Step Censored Quantile Regression and Extramarital Affairs
- SEMIPARAMETRIC ESTIMATION OF A PARTIALLY LINEAR CENSORED REGRESSION MODEL
- Inference in Censored Models with Endogenous Regressors
- Two-step estimation of semiparametric censored regression models
Cited In (24)
- Smoothed empirical likelihood analysis of partially linear quantile regression models with missing response variables
- Nonparametric identification and estimation of dynamic treatment effects for survival data in a regression discontinuity design
- Three-Step Censored Quantile Regression and Extramarital Affairs
- Moment estimation for censored quantile regression
- A Smoothing Direct Search Method for Monte Carlo-Based Bound Constrained Composite Nonsmooth Optimization
- NONPARAMETRIC TWO-STEP SIEVE M ESTIMATION AND INFERENCE
- Endogeneity in quantile regression models: a control function approach
- The subdifferential of measurable composite max integrands and smoothing approximation
- Inference in Censored Models with Endogenous Regressors
- Two-step estimation of semiparametric censored regression models
- Nonparametric Tests for Treatment Effect Heterogeneity With Duration Outcomes
- Endogenously censored median regression with an application to benefit elasticity of US unemployment duration
- Bounds on Average and Quantile Treatment Effects on Duration Outcomes Under Censoring, Selection, and Noncompliance
- Testing Censoring Point Independence
- Inference on endogenously censored regression models using conditional moment inequalities
- Marginal effects in the censored regression model.
- Sequential estimation of censored quantile regression models
- Semiparametric estimation of average treatment effect through a random coefficient dummy endogenous variable model
- Semiparametric estimation of binary response models with endogenous regressors
- Quantile regression with censoring and endogeneity
- Semiparametric estimation of a censored regression model with endogeneity
- IV methods for Tobit models
- Quantile uncorrelation and instrumental regressions
- Semiparametric Estimators for Limited Dependent Variable (LDV) Models with Endogenous Regressors
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