Estimation of cross sectional and panel data censored regression models with endogeneity
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Cites work
- scientific article; zbMATH DE number 819196 (Why is no real title available?)
- A Simple Estimator for Simultaneous Models with Censored Endogenous Regressors
- A double-hurdle rational addiction model with heterogeneity: Estimating the demand for tobacco
- Biases in Dynamic Models with Fixed Effects
- Dummy Endogenous Variables in a Simultaneous Equation System
- Estimation in a Class of Simultaneous Equation Limited Dependent Variable Models
- Estimation of a Censored Dynamic Panel Data Model
- Inference in Censored Models with Endogenous Regressors
- Least absolute deviations estimation for the censored regression model
- Linear instrumental variable estimation of limited dependent variable models with endogenous explanatory variables
- Orthogonality conditions for Tobit models with fixed effects and lagged dependent variables
- Pairwise difference estimators of censored and truncated regression models
- Panel Data Discrete Choice Models with Lagged Dependent Variables
- Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables
- Simulation and the Asymptotics of Optimization Estimators
- Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
- Specification and Estimation of a Simultaneous-Equation Model with Limited Dependent Variables
- Symmetrically Trimmed Least Squares Estimation for Tobit Models
- The Estimation of a Simultaneous-Equation Tobit Model
- Trimmed Lad and Least Squares Estimation of Truncated and Censored Regression Models with Fixed Effects
- Two-step estimation of panel data models with censored endogenous variables and selection bias
Cited in
(21)- Correlated random effects models with unbalanced panels
- Moment estimation for censored quantile regression
- Bayesian analysis of dynamic panel data by penalized quantile regression
- Censored regression quantiles with endogenous regressors
- Estimation of a Censored Dynamic Panel Data Model
- Identification of panel data models with endogenous censoring
- Excess heterogeneity, endogeneity and index restrictions
- Inference in Censored Models with Endogenous Regressors
- Orthogonality conditions for Tobit models with fixed effects and lagged dependent variables
- Semiparametric estimators for limited dependent variable (LDV) models with endogenous regressors
- Identification and estimation of nonlinear dynamic panel data models with unobserved covariates
- Endogenously censored median regression with an application to benefit elasticity of US unemployment duration
- Estimation of panel data regression models with two-sided censoring or truncation
- Analysis of private transfers with panel fixed-effect censored model estimator
- Sequential estimation of censored quantile regression models
- Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares
- Quantile regression with censoring and sample selection
- Semiparametric estimation of a censored regression model with endogeneity
- IV methods for Tobit models
- Bayesian analysis of quantile regression for censored dynamic panel data
- Semiparametric robust estimation of truncated and censored regression models
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