Browsing by Author "Khan, S"
Now showing items 1-13 of 13
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Estimating censored regression models in the presence of nonparametric multiplicative heteroskedasticity
(Journal of Econometrics, 2000-10-01)Powell's (1984, Journal of Econometrics 25, 303-325) censored least absolute deviations (CLAD) estimator for the censored linear regression model has been regarded as a desirable alternative to maximum likelihood estimation ... -
Informational content of special regressors in heteroskedastic binary response models
(Journal of Econometrics, 2016-07-01)© 2016 Elsevier B.V.We quantify the informational content of special regressors in heteroskedastic binary response models with median-independent or conditionally symmetric errors. Based on Lewbel (1998), a special regressor ... -
On Uniform Inference in Nonlinear Models with Endogeneity
(Economic Research Initiatives at Duke (ERID), 2013-09-11)This paper explores the uniformity of inference for parameters of interest in nonlinear models with endogeneity. The notion of uniformity is fundamental in these models because due to potential endogeneity, the behavior ... -
Partial rank estimation of duration models with general forms of censoring
(Journal of Econometrics, 2007-01-01)In this paper we propose estimators for the regression coefficients in censored duration models which are distribution free, impose no parametric specification on the baseline hazard function, and can accommodate general ... -
Quantile regression under random censoring
(Journal of Econometrics, 2002-07-01)Censored regression models have received a great deal of attention in both the theoretical and applied econometric literature. Most of the existing estimation procedures for either cross-sectional or panel data models are ... -
Rates of convergence for estimating regression coefficients in heteroskedastic discrete response models
(Journal of Econometrics, 2003-12-01)In this paper, we consider estimation of discrete response models exhibiting conditional heteroskedasticity of a multiplicative form, where the latent error term is assumed to be the product of an unknown scale function ... -
Semiparametric estimation of a heteroskedastic sample selection model
(Econometric Theory, 2003-12-01)This paper considers estimation of a sample selection model subject to conditional heteroskedasticity in both the selection and outcome equations. The form of heteroskedasticity allowed for in each equation is multiplicative, ... -
Semiparametric estimation of a partially linear censored regression model
(Econometric Theory, 2001-12-01)In this paper we propose an estimation procedure for a censored regression model where the latent regression function has a partially linear form. Based on a conditional quantile restriction, we estimate the model by a two ... -
Semiparametric estimation of nonstationary censored panel data models with time varying factor loads
(Econometric Theory, 2008-10-01)We propose an estimation procedure for a semiparametric panel data censored regression model in which the error terms may be subject to general forms of nonstationarity. Specifically, we allow for heteroskedasticity over ... -
The impact of piped water provision on infant mortality in Brazil: A quantile panel data approach
(Journal of Development Economics, 2010-07-01)We examine the impact of piped water on the under-1 infant mortality rate (IMR) in Brazil using a recently developed econometric procedure for the estimation of quantile treatment effects with panel data. The provision of ... -
Two-stage rank estimation of quantile index models
(Journal of Econometrics, 2001-02-01)This paper estimates a class of models which satisfy a monotonicity condition on the conditional quantile function of the response variable. This class includes as a special case the monotonic transformation model with the ... -
Two-step estimation of semiparametric censored regression models
(Journal of Econometrics, 2001-07-01)Root-n-consistent estimators of the regression coefficients in the linear censored regression model under conditional quantile restrictions on the error terms were proposed by Powell (Journal of Econometrics 25 (1984) 303-325, ... -
Weighted and two-stage least squares estimation of semiparametric truncated regression models
(Econometric Theory, 2007-04-01)This paper provides a root-n consistent, asymptotically normal weighted least squares estimator of the coefficients in a truncated regression model. The distribution of the errors is unknown and permits general forms of ...
