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

DOI10.1017/S0266466607070132zbMATH Open1237.62047OpenAlexW2151657404MaRDI QIDQ2886945FDOQ2886945

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

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Mathematics Subject Classification ID

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

Cites Work

• Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator
• Maximum score estimation of the stochastic utility model of choice
• Semiparametric Estimation of Index Coefficients
• Rank estimators for monotonic index models
• A Smoothed Maximum Score Estimator for the Binary Response Model
• Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator
• Pairwise difference estimators of censored and truncated regression models
• Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables
• Symmetrically Trimmed Least Squares Estimation for Tobit Models
• Semiparametric Latent Variable Model Estimation with Endogenous or Mismeasured Regressors
• Mode regression
• Quadratic mode regression
• Measurement Error Models with Auxiliary Data
• Nonparametric estimation of the slope of a truncated regression
• Social Experimentation, Truncated Distributions, and Efficient Estimation

Cited In (18)

• Identification in nonparametric limited dependent variable models with simultaneity and unobserved heterogeneity
• Trimmed Lad and Least Squares Estimation of Truncated and Censored Regression Models with Fixed Effects
• Semiparametric weighted lease squares
• Identification and information in monotone binary models
• Endogenous selection or treatment model estimation
• CONDITIONAL MOMENT RESTRICTIONS IN CENSORED AND TRUNCATED REGRESSION MODELS
• NONPARAMETRIC IDENTIFICATION AND ESTIMATION OF TRUNCATED REGRESSION MODELS WITH HETEROSKEDASTICITY
• Title not available (Why is that?)
• Two‐stage estimation of limited dependent variable models with errors‐in‐variables
• A logit model with endogenous explanatory variables and network externalities
• A Simple Estimator for Binary Choice Models with Endogenous Regressors
• Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables
• A Bayesian two-stage regression approach of analysing longitudinal outcomes with endogeneity and incompleteness
• Binary response correlated random coefficient panel data models
• A note on distortions induced by truncation with applications to linear regression systems
• Semiparametric Estimators for Limited Dependent Variable (LDV) Models with Endogenous Regressors
• Optimal bandwidth choice for estimation of inverse conditional-density-weighted expectations
• \(k\)-nearest neighbor estimation of inverse-density-weighted expectations with dependent data

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