Semiparametric estimation of a censored regression model with endogeneity

Songnian Chen; Qian Wang

doi:10.1016/j.jeconom.2019.08.006

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Semiparametric estimation of a censored regression model with endogeneity

Songnian Chen Qian Wang

Year: 2019 Journal: Journal of Econometrics Vol: 215 (1)Pages: 239-256 Publisher: Elsevier BV

DOI: 10.1016/j.jeconom.2019.08.006

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Keywords:

Endogeneity Estimator Censoring (clinical trials) Econometrics Mathematics Semiparametric regression Moment (physics) Quantile regression Quantile Censored regression model Minimax estimator Semiparametric model Statistics Monte Carlo method Minimum-variance unbiased estimator

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Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Statistical Methods and Bayesian Inference

Physical Sciences → Mathematics → Statistics and Probability

Statistical Distribution Estimation and Applications

Physical Sciences → Mathematics → Statistics and Probability

Semiparametric estimation of a censored regression model with endogeneity

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