Two‐stage estimation of limited dependent variable models with errors‐in‐variables

DOI10.1111/j.1368-423X.2007.00214.xzbMath1122.62050MaRDI QIDQ5427677

Liqun Wang, Cheng Hsiao

Publication date: 21 November 2007

Published in: The Econometrics Journal (Search for Journal in Brave)

zbMATH Keywords

censored regression; minimum distance estimation; errors in variables; instrumental variables; measurement errors; Tobit model; limited dependent variables; truncated outcome

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62H12: Estimation in multivariate analysis

62N01: Censored data models

Uses Software

• quantreg

Cites Work

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• Estimation of censored linear errors-in-variables models
• A simple adjustment for measurement errors in some limited dependent variable models.
• Symmetrically Trimmed Least Squares Estimation for Tobit Models
• Identification and Estimation of Dichotomous Latent Variables Models Using Panel Data
• Regression Analysis when the Dependent Variable Is Truncated Normal
• Two-step estimation of semiparametric censored regression models