Two-step estimation of semiparametric censored regression models
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Cites work
- A distribution-free least squares estimator for censored linear regression models
- A Monte Carlo comparison of estimators for censored regression models
- A Smoothed Maximum Score Estimator for the Binary Response Model
- A uniform weak law of large numbers under π‐mixing with application to nonlinear least squares estimation
- An Alternative Estimator for the Censored Quantile Regression Model
- Asymptotic properties of kernel estimators based on local medians
- Asymptotics for Semiparametric Econometric Models Via Stochastic Equicontinuity
- Censored regression quantiles
- Changes in the U.S. Wage Structure 1963-1987: Application of Quantile Regression
- Conditional empirical processes
- Cube root asymptotics
- Estimating censored regression models in the presence of nonparametric multiplicative hetero\-skedasticity.
- Global nonparametric estimation of conditional quantile functions and their derivatives
- scientific article; zbMATH DE number 991833 (Why is no real title available?)
- Kernel and nearest-neighbor estimation of a conditional quantile
- Least absolute deviations estimation for the censored regression model
- Maximum score estimation of the stochastic utility model of choice
- Nonparametric estimates of regression quantiles and their local Bahadur representation
- On average derivative quantile regression
- Optimal global rates of convergence for nonparametric regression
- Pairwise difference estimators of censored and truncated regression models
- Quantile smoothing splines
- Regression Quantiles
- Robust estimation based on grouped-adjusted data in censored regression models
- SEMIPARAMETRIC ESTIMATION OF A PARTIALLY LINEAR CENSORED REGRESSION MODEL
- Semiparametric estimation of censored selection models with a nonparametric selection mechanism
- Semiparametric Estimation of Index Coefficients
- Simulation and the Asymptotics of Optimization Estimators
- Smooth optimum kernel estimators of densities, regression curves and modes
- Symmetrically Trimmed Least Squares Estimation for Tobit Models
- The central role of the propensity score in observational studies for causal effects
- Two-stage rank estimation of quantile index models
Cited in
(39)- A distribution-free least squares estimator for censored linear regression models
- Pairwise difference estimators of censored and truncated regression models
- An MCMC approach to classical estimation.
- Rates of convergence for estimating regression coefficients in heteroskedastic discrete response models
- Efficient two-step estimation via targeting
- Bias-corrected quantile regression estimation of censored regression models
- Sequential estimation of censored quantile regression models
- Simple resampling methods for censored regression quantiles
- Quantile regression under random censoring.
- An informative subset-based estimator for censored quantile regression
- Exact computation of censored least absolute deviations estimator
- Quantile regression with censoring and endogeneity
- Bayesian analysis of quantile regression for censored dynamic panel data
- Set identification of the censored quantile regression model for short panels with fixed effects
- Quantile regression with censoring and sample selection
- Censored regression quantiles with endogenous regressors
- SEMIPARAMETRIC ESTIMATION OF NONSTATIONARY CENSORED PANEL DATA MODELS WITH TIME VARYING FACTOR LOADS
- Quantile regression with doubly censored data
- When does Heckman's two-step procedure for censored data work and when does it not?
- EFFICIENT SEMIPARAMETRIC ESTIMATION OF A PARTIALLY LINEAR QUANTILE REGRESSION MODEL
- Three-Step Censored Quantile Regression and Extramarital Affairs
- Semiparametric estimation of a heteroskedastic sample selection model
- Identification and estimation of semiparametric two-step models
- Binary quantile regression with local polynomial smoothing
- Partially Adaptive Estimation of the Censored Regression Model
- Semiparametric estimation of censored spatial autoregressive models
- Semiparametric robust estimation of truncated and censored regression models
- Two‐stage estimation of limited dependent variable models with errors‐in‐variables
- Finite sample properties for the semiparametric estimation of the intercept of a censored regression model
- Quantile Regression Models with Multivariate Failure Time Data
- Moment estimation for censored quantile regression
- Modified maximum likelihood estimator under the Jones and Faddy's skew t-error distribution for censored regression model
- Time Series Approach to the Evolution of Networks: Prediction and Estimation
- Shrinkage estimation of censored quantile regression for panel data models with grouped latent heterogeneity
- Instrumental variable quantile regression under random right censoring
- Censored panel quantile regression with fixed effects via an asymmetric link function
- Modified maximum likelihood estimator for censored linear regression model with two-piece generalized t distribution
- Finite mixture modeling of censored regression models
- Second-order least squares estimation of censored regression models
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