Root-N-consistent estimation of fixed-effect panel data transformation models with censoring

DOI10.1016/J.JECONOM.2010.06.004zbMATH Open1431.62598OpenAlexW2043986423MaRDI QIDQ736701FDOQ736701

Songnian Chen

Publication date: 4 August 2016

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2010.06.004

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zbMATH Keywords

censoringfixed effectspanel data transformation modelsroot-\(N\)-consistent estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to economics (62P20)

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Cited In (8)

• ESTIMATING PANEL DATA DURATION MODELS WITH CENSORED DATA
• NONPARAMETRIC ESTIMATION OF GENERALIZED TRANSFORMATION MODELS WITH FIXED EFFECTS
• Set identification of the censored quantile regression model for short panels with fixed effects
• Estimation of a censored regression panel data model using conditional moment restrictions efficiently
• Maximum pairwise-rank-likelihood-based inference for the semiparametric transformation model
• Asymptotics and bootstrap for random-effects panel data transformation models
• Analysis of private transfers with panel fixed-effect censored model estimator
• Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares

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