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)

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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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• CONDITIONAL MOMENT RESTRICTIONS IN CENSORED AND TRUNCATED REGRESSION MODELS
• Semiparametric estimation of a truncated regression model
• Non-parametric identification and estimation of truncated regression models

Cited In (1)

• Non-parametric identification and estimation of truncated regression models

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