Weighted and two-stage least squares estimation of semiparametric truncated regression models

DOI10.1017/S0266466607070132MaRDI QIDQ2886945zbMATH OpenOpenAlexFDO

Authors Shakeeb Khan, Arthur Lewbel

Publication date 14 May 2012

Published in Econometric Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0266466607070132

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05) Asymptotic distribution theory in statistics (62E20)

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Cites work

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• Quadratic mode regression
• Rank estimators for monotonic index models
• Semiparametric Estimation of Index Coefficients
• Semiparametric Latent Variable Model Estimation with Endogenous or Mismeasured Regressors
• Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator
• Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables
• Social Experimentation, Truncated Distributions, and Efficient Estimation
• Symmetrically Trimmed Least Squares Estimation for Tobit Models

Cited in

(19)

• scientific article; zbMATH DE number 775918 (Why is no real title available?)
• A Bayesian two-stage regression approach of analysing longitudinal outcomes with endogeneity and incompleteness
• NONPARAMETRIC IDENTIFICATION AND ESTIMATION OF TRUNCATED REGRESSION MODELS WITH HETEROSKEDASTICITY
• Binary response correlated random coefficient panel data models
• Identification and information in monotone binary models
• Identification in nonparametric limited dependent variable models with simultaneity and unobserved heterogeneity
• Endogenous selection or treatment model estimation
• Optimal bandwidth choice for estimation of inverse conditional-density-weighted expectations
• Trimmed Lad and Least Squares Estimation of Truncated and Censored Regression Models with Fixed Effects
• Two‐stage estimation of limited dependent variable models with errors‐in‐variables
• CONDITIONAL MOMENT RESTRICTIONS IN CENSORED AND TRUNCATED REGRESSION MODELS
• Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables
• A logit model with endogenous explanatory variables and network externalities
• A note on distortions induced by truncation with applications to linear regression systems
• A simple estimator for binary choice models with endogenous regressors
• \(k\)-nearest neighbor estimation of inverse-density-weighted expectations with dependent data
• A weighted M-estimator for linear regression models with randomly truncated data
• Semiparametric estimators for limited dependent variable (LDV) models with endogenous regressors
• Semiparametric weighted lease squares

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