Semiparametric estimation of a truncated regression model

DOI10.1016/J.JECONOM.2011.09.016MaRDI QIDQ738154zbMATH 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.2011.09.016

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

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Cites work

• Asymptotics via empirical processes. With comments and a rejoinder by the author
• CONDITIONAL MOMENT RESTRICTIONS IN CENSORED AND TRUNCATED REGRESSION MODELS
• Efficient Semiparametric Estimation via Moment Restrictions
• scientific article; zbMATH DE number 5032934 (Why is no real title available?)
• Maximal inequalities for degenerate U-processes with applications to optimization estimators
• Pairwise difference estimators of censored and truncated regression models
• Quadratic mode regression
• Rank estimation of a transformation model with observed truncation
• Semiparametric Estimation of Index Coefficients
• Simulation and the Asymptotics of Optimization Estimators
• Symmetrically Trimmed Least Squares Estimation for Tobit Models

Cited in

(19)

• Trimmed and winsorized semiparametric estimator for left-truncated and right-censored regression models
• Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares
• Weighted and two-stage least squares estimation of semiparametric truncated regression models
• Local likelihood estimation of truncated regression and its partial derivatives: theory and application
• Non-parametric identification and estimation of truncated regression models
• Truncated sequential estimation of the parameters in a random regression
• scientific article; zbMATH DE number 409526 (Why is no real title available?)
• Semiparametric econometric estimators for a truncated regression model: a review with an extension
• scientific article; zbMATH DE number 679524 (Why is no real title available?)
• scientific article; zbMATH DE number 700578 (Why is no real title available?)
• NONPARAMETRIC IDENTIFICATION AND ESTIMATION OF TRUNCATED REGRESSION MODELS WITH HETEROSKEDASTICITY
• CONDITIONAL MOMENT RESTRICTIONS IN CENSORED AND TRUNCATED REGRESSION MODELS
• Bayesian truncated beta nonlinear mixed-effects models
• Extended least trimmed squares estimator in semiparametric regression models with correlated errors
• Semiparametric robust estimation of truncated and censored regression models
• Truncated location-scale non linear regression models
• -Penalized Pairwise Difference Estimation for a High-Dimensional Censored Regression Model
• Semiparametric Estimation of a Censored Regression Model Subject to Nonparametric Sample Selection
• Two-step semiparametric estimation of the type-3 Tobit model

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