NONPARAMETRIC IDENTIFICATION AND ESTIMATION OF TRUNCATED REGRESSION MODELS WITH HETEROSKEDASTICITY

DOI10.1017/S0266466617000111zbMATH Open1390.62057MaRDI QIDQ4643222FDOQ4643222

Authors Songnian Chen, Xun Lu, Xianbo Zhou, Yahong Zhou

Publication date 24 May 2018

Published in Econometric Theory (Search for Journal in Brave)

zbMATH Keywords

heteroskedasticitynonparametric identification and estimationtruncated regression model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to economics (62P20)

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• Nonparametric Censored and Truncated Regression
• Nonparametric Identification and Estimation of a Censored Location-Scale Regression Model
• Nonparametric estimation of distributions with categorical and continuous data
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• Subsampling
• Symmetrically Trimmed Least Squares Estimation for Tobit Models
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• Weighted and two-stage least squares estimation of semiparametric truncated regression models

Cited in

(1)

• Non-parametric identification and estimation of truncated regression models

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