CONDITIONAL MOMENT RESTRICTIONS IN CENSORED AND TRUNCATED REGRESSION MODELS

DOI10.1017/S0266466601175018zbMath1018.62048WikidataQ128788546 ScholiaQ128788546MaRDI QIDQ4807268

Whitney K. Newey

Publication date: 18 May 2003

Published in: Econometric Theory (Search for Journal in Brave)

zbMATH Keywords

independence

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

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An estimating equation for censored and truncated quantile regression ⋮ NONPARAMETRIC IDENTIFICATION AND ESTIMATION OF TRUNCATED REGRESSION MODELS WITH HETEROSKEDASTICITY ⋮ A semiparametric regression estimator under left truncation and right censoring ⋮ Estimators of regression parameters for truncated and censored data ⋮ Semiparametric estimation of a truncated regression model ⋮ Prediction accuracy measures for time-to-event models with left-truncated and right-censored data ⋮ SEMIPARAMETRIC EFFICIENCY BOUNDS FOR CONDITIONAL MOMENT RESTRICTION MODELS WITH DIFFERENT CONDITIONING VARIABLES ⋮ Local semi-parametric efficiency of the Poisson fixed effects estimator ⋮ Trimmed and winsorized semiparametric estimator for left-truncated and right-censored regression models

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