scientific article; zbMATH DE number 88838

MaRDI QIDQ4015737zbMATH OpenFDO

Authors Whitney Newey

Publication date 16 January 1993

zbMATH Keywords

asymptotic efficiencycensored location modelconditional symmetry restrictionlinear combinations of the moment functionsmethod-of-moments estimatorprojection formulasemiparametric efficiency boundsymmetric Tobit modelssymmetrically trimmed least squares estimatorsymmetrically trimmed method-of-moments estimationtrimmed residuals

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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Cited in

(14)

• Distribution theory for the analysis of binary choice under uncertainty with nonparametric estimation of expectations
• The union/non-union wage differential: an application of semi-parametric methods
• Semiparametric efficiency bound for the Type 3 Tobit model under a symmetry restriction
• Rank estimation of a location parameter in the binary choice model
• Quantile regression under random censoring.
• Estimation of a censored regression panel data model using conditional moment restrictions efficiently
• Efficient estimation of binary choice models under symmetry
• A simple consistent test of conditional symmetry in symmetrically trimmed Tobit models
• Estimation of a heteroscedastic binary choice model with an endogenous dummy regressor
• Symmetrically Trimmed Least Squares Estimation for Tobit Models
• Efficiency Bounds for Distribution-Free Estimators of the Binary Choice and the Censored Regression Models
• CONDITIONAL MOMENT RESTRICTIONS IN CENSORED AND TRUNCATED REGRESSION MODELS
• Semiparametric and nonparametric estimation of sample selection models under symmetry
• Copula-based measures and tests for conditional asymmetry

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