Trimmed Lad and Least Squares Estimation of Truncated and Censored Regression Models with Fixed Effects
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Publication:4008530
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Cited in
(73)- Quantile regression under random censoring.
- Inference in panel data models under attrition caused by unobservables
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- A root-\(N\) consistent estimator for some fixed-effects panel data sample selection models
- Moment inequalities for multinomial choice with fixed effects
- Editorial: Celebrating 40 years of panel data analysis: past, present and future
- Second-order corrected likelihood for nonlinear panel models with fixed effects
- Two tests for strict exogeneity in a correlated random effects panel data Tobit model
- Heterogeneity in panel data and in nonparametric analysis
- Panel data analysis -- advantages and challenges (with comments and rejoinder)
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- Set identification of the censored quantile regression model for short panels with fixed effects
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- Nonparametric difference-in-differences in repeated cross-sections with continuous treatments
- Identification of panel data models with endogenous censoring
- Pairwise difference estimators of censored and truncated regression models
- Estimation of Censored Quantile Regression for Panel Data With Fixed Effects
- Orthogonality conditions for Tobit models with fixed effects and lagged dependent variables
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- Estimation of Type 3 Tobit models using symmetric trimming and pairwise comparisons
- scientific article; zbMATH DE number 775918 (Why is no real title available?)
- Estimation of cross sectional and panel data censored regression models with endogeneity
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- Root-\(N\)-consistent estimation of fixed-effect panel data transformation models with censoring
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- Nonparametric identification of a binary random factor in cross section data
- Unbalanced panel data: a survey
- Nonparametric identification and estimation of sample selection models under symmetry
- Estimation of Some Nonlinear Panel Data Models With Both Time-Varying and Time-Invariant Explanatory Variables
- The law of iterated logarithm of estimators for partially linear panel data models
- Leapfrog estimation of a fixed-effects model with unknown transformation of the dependent variable
- Combining least-squares and quantile regressions
- Estimation of a transformation model with truncation, interval observation and time-varying covariates
- -Penalized Pairwise Difference Estimation for a High-Dimensional Censored Regression Model
- Estimation of panel data regression models with two-sided censoring or truncation
- Analysis of private transfers with panel fixed-effect censored model estimator
- A maximum likelihood estimator based on first differences for a panel data Tobit model with individual specific effects
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- Semiparametric estimation of panel data models without monotonicity or separability
- Semiparametric identification in panel data discrete response models
- Estimating partially linear panel data models with one-way error components
- Multilevel and nonlinear panel data models
- Quantile regression for duration models with time-varying regressors
- Feedback in panel data models
- Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares
- Estimation of tobit-type models with individual specific effects
- Estimation of panel data partly specified Tobit regression with fixed effects
- A double-hurdle rational addiction model with heterogeneity: Estimating the demand for tobacco
- Confidence intervals in a regression with both linear and non-linear terms
- Least absolute value regression: recent contributions
- Symmetrically Trimmed Least Squares Estimation for Tobit Models
- Set identification via quantile restrictions in short panels
- Statistical inference in a panel data semiparametric regression model with serially correlated errors
- SEMIPARAMETRIC ESTIMATION OF NONSTATIONARY CENSORED PANEL DATA MODELS WITH TIME VARYING FACTOR LOADS
- An averaging estimator for two-step m-estimation in semiparametric models
- Non-parametric models in binary choice fixed effects panel data
- Testing identifying assumptions in nonseparable panel data models
- Nonparametric identification in nonseparable panel data models with generalized fixed effects
- Distribution-free estimation of the Box-Cox regression model with censoring
- Validity of LSE for trimmed and differenced panel data due to absorbing attrition
- Statistical inference for panel data semiparametric partially linear regression models with heteroscedastic errors
- Partially linear models and polynomial spline approximations for the analysis of unbalanced panel data
- The incidental parameter problem since 1948
- Bias-corrected quantile regression estimation of censored regression models
- Estimating censored regression models in the presence of nonparametric multiplicative hetero\-skedasticity.
- Semiparametric robust estimation of truncated and censored regression models
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