Two-step semiparametric estimation of the type-3 Tobit model

DOI10.1016/J.SPL.2015.06.012zbMATH Open1396.62070OpenAlexW2210864306MaRDI QIDQ894581FDOQ894581

Authors Xianbo Zhou, Zhewen Pan 

Publication date 1 December 2015

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2015.06.012

zbMATH Keywords

semiparametric estimationtwo-steptype-3 Tobit model

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 5032934 (Why is no real title available?)
• A Simplex Method for Function Minimization
• Changes in the U.S. Wage Structure 1963-1987: Application of Quantile Regression
• Estimating the asymptotic covariance matrix for quantile regression models. A Monte Carlo study
• Estimation of Type 3 Tobit models using symmetric trimming and pairwise comparisons
• Least absolute deviations estimation for the censored regression model
• Pairwise difference estimators of censored and truncated regression models
• SEMIPARAMETRIC ESTIMATION OF PARTIALLY LINEAR MODELS FOR DEPENDENT DATA WITH GENERATED REGRESSORS
• Sample Selection Bias as a Specification Error
• Semiparametric estimation of a bivariate Tobit model
• Semiparametric estimation of a truncated regression model
• Semiparametric estimation of the type-3 Tobit model
• Semiparametric two-stage estimation of sample selection models subject to Tobit-type selection rules
• Simulation and the Asymptotics of Optimization Estimators
• The Limiting Distribution of the Maximum Rank Correlation Estimator

Cited in

(8)

• A note on the parametric three step estimator in structural labor supply models
• scientific article; zbMATH DE number 2170629 (Why is no real title available?)
• Semiparametric median estimation of the Type 3 Tobit model
• Semiparametric estimation of a bivariate Tobit model
• Semiparametric estimation of a censored type-3 Tobit model
• A semiparametric type II Tobit model for time-to-event data with application to a merger and acquisition study
• Semiparametric two-stage estimation of sample selection models subject to Tobit-type selection rules
• Semiparametric estimation of Nelson–Olson simultaneous Tobit model

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