Nothing Special   »   [go: up one dir, main page]
create a website
Estimation of Nonseparable Models with Censored Dependent Variables and Endogenous Regressors.. (2014). Taylor, Luke ; Otsu, Taisuke.
In: STICERD - Econometrics Paper Series.
RePEc:cep:stiecm:575.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 20

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Ai, C. (1997) A semiparametric maximum likelihood estimator, Econometrica, 65, 933-963.

  2. Altonji, J. G. and R. L. Matzkin (2005) Cross section and panel data estimators for nonseparable models with endogenous regressors, Econometrica, 73, 1053-1102.

  3. Altonji, J. G., Hayashi, F. and L. J. Kotlikoff (1997) Parental altruism and inter vivos transfers: theory and evidence, Journal of Political Economy, 105, 1121-1166.

  4. Altonji, J. G., Ichimura, H. and T. Otsu (2012) Estimating derivatives in nonseparable models with limited dependent variables, Econometrica, 80, 1701-1719.

  5. Andrews, D. W. K. (1995) Nonparametric kernel estimation for semiparametric models, Econometric Theory, 11, 560-586.

  6. Blundell, R. and J. L. Powell (2003) Endogeneity in nonparametric and semiparametric regression models, in Dewatripont, M., Hansen, L. P. and S. J. Turnovsky (eds.), Advances in Economics and Econometrics: Eighth World Congress, vol. II, Cambridge University Press.

  7. Chen, S., Dahl, G. B. and S. Khan (2005) Nonparametric identification and estimation of a censored locationscale regression model, Journal of the American Statistical Association, 100, 212-221.

  8. Chernozhukov, V. (1998) Nonparametric extreme regression quantiles, Working paper.
    Paper not yet in RePEc: Add citation now

  9. Chesher, A. (2003) Local identification in nonseparable models, Econometrica, 71, 1405-1441.

  10. Chesher, A. (2010) Instrumental variable models for discrete outcomes, Econometrica, 78, 575-601.

  11. Heckman, J. J., Matzkin, R. and L. Nesheim (2010) Nonparametric identification and estimation of nonadditive hedonic models, Econometrica, 78, 1569-1591.

  12. Hoderlein, S. and E. Mammen (2007) Identification of marginal effects in nonseparable models without monotonicity, Econometrica, 75, 1513-1518.

  13. Ichimura, H., Otsu, T. and J. G. Altonji (2013) Nonparametric intermediate order regression quantiles, Working paper.
    Paper not yet in RePEc: Add citation now

  14. Imbens, G. W. and W. K. Newey (2009) Identification and estimation of triangular simultaneous equations models without additivity, Econometrica, 77, 1481-1512.

  15. Jofre-Bonet, M. and M. Pesendorfer (2003) Estimation of a dynamic auction game, Econometrica, 71, 14431489.

  16. Lewbel, A. and O. Linton (2002) Nonparametric censored and truncated regression, Econometrica, 70, 765779.

  17. Matzkin, R. L. (2007) Nonparametric identification, in Heckman, J. J. and E. E. Leamer (eds.), Handbook of Econometrics, vol. 6B, ch. 73.
    Paper not yet in RePEc: Add citation now

  18. McDonald, J. F. and R. A. Moffitt (1980) The uses of Tobit analysis, Review of Economics and Statistics, 62, 318-321.

  19. Schennach, S. M., White, H. and K. Chalak (2012) Local indirect least squares and average marginal effects in nonseparable structural systems, Journal of Econometrics, 166, 282-302.

  20. Shishko, R. and B. Rostker (1976) The economics of multiple job holding, American Economic Review, 66, 298-308. Department of Economics, London School of Economics, Houghton Street, London, WC2A 2AE, UK. E-mail address: l.n.taylor@lse.ac.uk Department of Economics, London School of Economics, Houghton Street, London, WC2A 2AE, UK. E-mail address: t.otsu@lse.ac.uk

Cocites

Documents in RePEc which have cited the same bibliography

  1. Uniform and Lp convergences for nonparametric continuous time regressions with semiparametric applications. (2023). Wang, Bin ; Kim, Jihyun ; Bu, Ruijun.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:235:y:2023:i:2:p:1934-1954.

    Full description at Econpapers || Download paper

  2. .

    Full description at Econpapers || Download paper

  3. Uniform and Lp Convergences of Nonparametric Estimation for Diffusion Models. (2020). Bu, Ruijun ; Wang, Bin ; Kim, Jihyun.
    In: Working Papers.
    RePEc:liv:livedp:202021.

    Full description at Econpapers || Download paper

  4. Efficient estimation and computation of parameters and nonparametric functions in generalized semi/non-parametric regression models. (2019). Liang, Hua ; Chen, Kani ; Lin, Huazhen ; Zhou, Ling.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:213:y:2019:i:2:p:593-607.

    Full description at Econpapers || Download paper

  5. Nonseparable multinomial choice models in cross-section and panel data. (2019). Fernandez-Val, Ivan ; Newey, Whitney K ; Chernozhukov, Victor.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:211:y:2019:i:1:p:104-116.

    Full description at Econpapers || Download paper

  6. Nonseparable Multinomial Choice Models in Cross-Section and Panel Data. (2018). Chernozhukov, Victor ; Newey, Whitney ; Fern, Iv'An.
    In: Papers.
    RePEc:arx:papers:1706.08418.

    Full description at Econpapers || Download paper

  7. Nonseparable multinomial choice models in cross-section and panel data. (2017). Fernandez-Val, Ivan ; Chernozhukov, Victor ; Newey, Whitney K.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:33/17.

    Full description at Econpapers || Download paper

  8. Estimation of nonseparable models with censored dependent variables and endogenous regressors. (2016). Otsu, Taisuke ; Taylor, Luke.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:68678.

    Full description at Econpapers || Download paper

  9. Adaptive estimation of the threshold point in threshold regression. (2015). Yu, Ping .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:189:y:2015:i:1:p:83-100.

    Full description at Econpapers || Download paper

  10. Uniform Convergence Rates of Kernel-Based Nonparametric Estimators for Continuous Time Diffusion Processes: A Damping Function Approach. (2015). Kanaya, Shin.
    In: CREATES Research Papers.
    RePEc:aah:create:2015-50.

    Full description at Econpapers || Download paper

  11. Estimation of Nonseparable Models with Censored Dependent Variables and Endogenous Regressors.. (2014). Taylor, Luke ; Otsu, Taisuke.
    In: STICERD - Econometrics Paper Series.
    RePEc:cep:stiecm:575.

    Full description at Econpapers || Download paper

  12. Estimation of Nonseparable Models with Censored Dependent Variables and Endogenous Regressors.. (2014). .
    In: STICERD - Econometrics Paper Series.
    RePEc:cep:stiecm:/2014/575.

    Full description at Econpapers || Download paper

  13. Endogenous Semiparametric Binary Choice Models with Heteroscedasticity. (2014). hoderlein, stefan.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:747.

    Full description at Econpapers || Download paper

  14. Efficient semiparametric estimation for endogenously stratified regression via smoothed likelihood. (2013). Cosslett, Stephen R..
    In: Journal of Econometrics.
    RePEc:eee:econom:v:177:y:2013:i:1:p:116-129.

    Full description at Econpapers || Download paper

  15. Estimation of a nonlinear panel data model with semiparametric individual effects. (2013). Namoro, Soiliou Daw ; Gayle, Wayne-Roy .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:175:y:2013:i:1:p:46-59.

    Full description at Econpapers || Download paper

  16. Design-adaptive nonparametric estimation of conditional quantile derivatives. (2012). Goh, Chuan.
    In: Journal of Nonparametric Statistics.
    RePEc:taf:gnstxx:v:24:y:2012:i:3:p:597-612.

    Full description at Econpapers || Download paper

  17. A locally linear estimation of regression discontinuity. (2011). Meng, Meixia ; Ai, Chunrong.
    In: Frontiers of Economics in China.
    RePEc:spr:frecch:v:6:y:2011:i:4:p:495-506.

    Full description at Econpapers || Download paper

  18. Semiparametric estimation of a bivariate Tobit model. (2011). Chen, Song Nian ; Zhou, Xianbo .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:165:y:2011:i:2:p:266-274.

    Full description at Econpapers || Download paper

  19. Semi-nonparametric estimation and misspecification testing of diffusion models. (2011). Kristensen, Dennis.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:164:y:2011:i:2:p:382-403.

    Full description at Econpapers || Download paper

  20. Some comments on goodness-of-fit tests for the parametric form of the copula based on L2-distances. (2010). Bucher, Axel ; Dette, Holger.
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:101:y:2010:i:3:p:749-763.

    Full description at Econpapers || Download paper

  21. An alternative root-n consistent estimator for panel data binary choice models. (2010). Gan, Li ; Ai, Chunrong.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:157:y:2010:i:1:p:93-100.

    Full description at Econpapers || Download paper

  22. Semiparametric and nonparametric estimation of sample selection models under symmetry. (2010). Chen, Song Nian ; Zhou, Yahong.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:157:y:2010:i:1:p:143-150.

    Full description at Econpapers || Download paper

  23. Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models. (2010). Kristensen, Dennis.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:156:y:2010:i:2:p:239-259.

    Full description at Econpapers || Download paper

  24. Semiparametric inference with kernel likelihood. (2009). Yuan, AO.
    In: Journal of Nonparametric Statistics.
    RePEc:taf:gnstxx:v:21:y:2009:i:2:p:207-228.

    Full description at Econpapers || Download paper

  25. Semiparametric estimation of binary response models with endogenous regressors. (2009). Rothe, Christoph.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:153:y:2009:i:1:p:51-64.

    Full description at Econpapers || Download paper

  26. Estimating Derivatives in Nonseparable Models with Limited Dependent Variables. (2008). Otsu, Taisuke ; Ichimura, Hidehiko ; Altonji, Joseph.
    In: CIRJE F-Series.
    RePEc:tky:fseres:2008cf574.

    Full description at Econpapers || Download paper

  27. Interdependent Durations. (2008). de Paula, Aureo ; Honore, Bo.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:08-007.

    Full description at Econpapers || Download paper

  28. Estimating Derivatives in Nonseparable Models with Limited Dependent Variables. (2008). Otsu, Taisuke ; Ichimura, Hidehiko ; Altonji, Joseph.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14161.

    Full description at Econpapers || Download paper

  29. Estimating derivatives in nonseparable models with limited dependent variables. (2008). Otsu, Taisuke ; Ichimura, Hidehiko ; Altonji, Joseph.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:20/08.

    Full description at Econpapers || Download paper

  30. Successive direction extraction for estimating the central subspace in a multiple-index regression. (2008). Li, Bing ; Yin, Xiangrong ; Cook, Dennis R..
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:99:y:2008:i:8:p:1733-1757.

    Full description at Econpapers || Download paper

  31. Estimating Derivatives in Nonseparable Models with Limited Dependent Variables. (2008). Otsu, Taisuke ; Ichimura, Hidehiko ; Altonji, Joseph.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1668.

    Full description at Econpapers || Download paper

  32. Large Sample Sieve Estimation of Semi-Nonparametric Models. (2007). Chen, Xiaohong.
    In: Handbook of Econometrics.
    RePEc:eee:ecochp:6b-76.

    Full description at Econpapers || Download paper

  33. Estimation and comparison of treasury auction formats when bidders are asymmetric. (2006). Sbai, Erwann ; Armantier, Olivier.
    In: Journal of Applied Econometrics.
    RePEc:wly:japmet:v:21:y:2006:i:6:p:745-779.

    Full description at Econpapers || Download paper

  34. Nonparametric Econometrics: Theory and Practice. (2006). Racine, Jeffrey Scott ; Li, QI.
    In: Economics Books.
    RePEc:pup:pbooks:8355.

    Full description at Econpapers || Download paper

  35. Estimation and comparison of treasury auction formats when bidders are asymmetric. (2006). Sbai, Erwann ; armantier, olivier ; Erwann SbaÏ, .
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:21:y:2006:i:6:p:745-779.

    Full description at Econpapers || Download paper

  36. Efficient information theoretic inference for conditional moment restrictions. (2005). Smith, Richard.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:14/05.

    Full description at Econpapers || Download paper

  37. Goodness-of-fit tests for copulas. (2005). Fermanian, Jean-David.
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:95:y:2005:i:1:p:119-152.

    Full description at Econpapers || Download paper

  38. Estimation in two classes of semiparametric diffusion models. (2004). Kristensen, Dennis.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:24739.

    Full description at Econpapers || Download paper

  39. Efficient Semiparametric Estimation of Censored and Truncated Regressions via a Smoothed Self-Consistency Equation. (2003). Cosslett, Stephen R..
    In: Working Papers.
    RePEc:osu:osuewp:03-05.

    Full description at Econpapers || Download paper

  40. Semiparametric instrumental variables estimation. (2003). Park, Sangin.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:112:y:2003:i:2:p:381-399.

    Full description at Econpapers || Download paper

  41. Goodness of Fit Tests for Copulas. (2003). Fermanian, Jean-David.
    In: Working Papers.
    RePEc:crs:wpaper:2003-34.

    Full description at Econpapers || Download paper

  42. Empirical Likelihood-Based Inference in Conditional Moment Restriction Models. (2001). Tripathi, Gautam ; Ahn, Hyungtaik ; Kitamura, Yuichi.
    In: CIRJE F-Series.
    RePEc:tky:fseres:2001cf124.

    Full description at Econpapers || Download paper

  43. Bootstrap Inference in Semiparametric Generalized Additive Models.. (2001). Sperlich, Stefan ; Mammen, Enno ; Härdle, Wolfgang ; Hardle, Wolfgang ; Huet, Sylvie.
    In: Finance Working Papers.
    RePEc:hhb:aarfin:2001_003.

    Full description at Econpapers || Download paper

  44. Two-stage rank estimation of quantile index models. (2001). Khan, Shakeeb.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:100:y:2001:i:2:p:319-355.

    Full description at Econpapers || Download paper

  45. Efficient estimation of binary choice models under symmetry. (2000). Chen, Song Nian.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:96:y:2000:i:1:p:183-199.

    Full description at Econpapers || Download paper

  46. Semiparametric Estimation of Single-Index Transition Intensities. (2000). Gorgens, Tue.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0596.

    Full description at Econpapers || Download paper

  47. Semiparametric Instrumental Variables Estimation and Its Application to Dynamic Oligopoly. (2000). Park, Sangin.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0432.

    Full description at Econpapers || Download paper

  48. Bootstrap inference in semiparametric generalized additive models. (2000). Sperlich, Stefan ; Härdle, Wolfgang ; Hardle, Wolfgang ; Huet, Sylvie ; Mammen, Enno.
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:10079.

    Full description at Econpapers || Download paper

  49. Semiparametric additive indices for binary response and generalized additive models. (1998). Sperlich, Stefan ; Härdle, Wolfgang ; Mammen, Enno ; Hardle, Wolfgang ; Huet, Sylvie.
    In: SFB 373 Discussion Papers.
    RePEc:zbw:sfb373:199895.

    Full description at Econpapers || Download paper

  50. Maximum score estimation of disequilibrium models and the role of anticipatory price-setting. (1998). Dorsey, Robert E. ; Mayer, Walter J..
    In: Journal of Econometrics.
    RePEc:eee:econom:v:87:y:1998:i:1:p:1-24.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-11-25 02:56:56 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.