Semiparametric estimation of a bivariate Tobit model

DOI10.1016/J.JECONOM.2011.07.005MaRDI QIDQ738087zbMATH OpenOpenAlexFDO

Authors Songnian Chen, Xianbo Zhou

Publication date 15 August 2016

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

Full work available at URL https://doi.org/10.1016/j.jeconom.2011.07.005

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3837235 (Why is no real title available?)
• A Semiparametric Maximum Likelihood Estimator
• Asymptotics via empirical processes. With comments and a rejoinder by the author
• Least absolute deviations estimation for the censored regression model
• Maximal inequalities for degenerate \(U\)-processes with applications to optimization estimators
• Measurement errors and censored structural latent variables models
• Multivariate Regression and Simultaneous Equation Models when the Dependent Variables Are Truncated Normal
• Pairwise difference estimators of censored and truncated regression models
• Semiparametric Estimation of Index Coefficients
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Simulation and the Asymptotics of Optimization Estimators
• Specification and Estimation of a Simultaneous-Equation Model with Limited Dependent Variables

Cited in

(11)

• Semiparametric Estimation of a Censored Regression Model Subject to Nonparametric Sample Selection
• Testing the hypothesis of absence of unobserved confounding in semiparametric bivariate probit models
• Modified inference function for margins for the bivariate Clayton copula-based SUN Tobit model
• Bounded-influence estimators for the Tobit model
• Estimation of a semiparametric recursive bivariate probit model with nonparametric mixing
• Extending the inference function for augmented margins method to implement trivariate Clayton copula-based SUR Tobit models
• Two-step semiparametric estimation of the type-3 Tobit model
• Maximum likelihood estimation for bivariate SUR Tobit modeling in presence of two right-censored dependent variables
• Tobit model with covariate dependent thresholds
• -Penalized Pairwise Difference Estimation for a High-Dimensional Censored Regression Model
• Semiparametric estimation of Nelson–Olson simultaneous Tobit model

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