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Volumn 14, Issue 1, 2004, Pages 333-347

Linear hypothesis testing in censored regression models

Author keywords

Censored regression model; Least absolute deviations method; Limiting distribution; Linear hypothesis testing

Indexed keywords


EID: 1842434562     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (8)

References (14)
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    • Bilias, Y.1    Chen, S.N.2    Ying, Z.3
  • 2
    • 0000338621 scopus 로고
    • Changes in the U.S. wage structure 1963-1987: Application of quantile regression
    • Buchinsky, M.(1994). Changes in the U. S. wage structure 1963-1987: application of quantile regression. Econometrica 62, 405-458.
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    • Buchinsky, M.1
  • 3
    • 0008767220 scopus 로고    scopus 로고
    • Recent advances in quantile regression models
    • Buchinsky, M. (1998). Recent advances in quantile regression models. The Journal of Human Resources 27, 88-126.
    • (1998) The Journal of Human Resources , vol.27 , pp. 88-126
    • Buchinsky, M.1
  • 4
    • 0000112815 scopus 로고    scopus 로고
    • An alternative estimator for the censored quantile regression model
    • Buchinsky, M. and Hahn, J. (1998). An alternative estimator for the censored quantile regression model. Econometrica 66, 653-671.
    • (1998) Econometrica , vol.66 , pp. 653-671
    • Buchinsky, M.1    Hahn, J.2
  • 5
    • 0002010584 scopus 로고
    • Quantile regression, censoring, and the structure of wages
    • In: Sims, C. (Ed.). Sixth World Congress. Canbridge University Press, New York
    • Chamberlain, G. (1994). Quantile regression, censoring, and the structure of wages. In: Sims, C. (Ed.), Advances in Econometrics. Sixth World Congress, 1, 171-209. Canbridge University Press, New York.
    • (1994) Advances in Econometrics , vol.1 , pp. 171-209
    • Chamberlain, G.1
  • 6
    • 0011583951 scopus 로고    scopus 로고
    • Estimation of semiparametric censored regression models: An application to changes in black-white earnings inequality during the 1960s
    • Chay, K. and Honoré, B. (1998). Estimation of semiparametric censored regression models: an application to changes in black-white earnings inequality during the 1960s. J. Human Resources 27, 4-38.
    • (1998) J. Human Resources , vol.27 , pp. 4-38
    • Chay, K.1    Honoré, B.2
  • 7
    • 84963255844 scopus 로고
    • 1 estimates in censored linear regression models
    • 1 estimates in censored linear regression models. Comm. Statist. Theory Method 23, 1847-1858.
    • (1994) Comm. Statist. Theory Method , vol.23 , pp. 1847-1858
    • Chen, X.R.1    Wu, Y.2
  • 8
    • 0003229532 scopus 로고    scopus 로고
    • A guide to censored quantile regressions
    • (Edited by G. S. Maddala and C. R. Rao). North-Holland, Amsterdam
    • Fitzenberger, B. (1997). A guide to censored quantile regressions. In Handbook of Statistics, Robust Inference 15 (Edited by G. S. Maddala and C. R. Rao), 405-437. North-Holland, Amsterdam.
    • (1997) Handbook of Statistics, Robust Inference , vol.15 , pp. 405-437
    • Fitzenberger, B.1
  • 9
    • 84972994117 scopus 로고
    • Asymptotic normality of R-estimates in the linear model
    • Heiler, S. and Willers, R. (1988). Asymptotic normality of R-estimates in the linear model. Statistics 19, 173-184.
    • (1988) Statistics , vol.19 , pp. 173-184
    • Heiler, S.1    Willers, R.2
  • 11
    • 1842495857 scopus 로고
    • NSF-CBMS Regional Conference Series in Probability and Statistics
    • Pollard, D. (1990). Empirical Processes: Theory and Applications. NSF-CBMS Regional Conference Series in Probability and Statistics, Volume 2.
    • (1990) Empirical Processes: Theory and Applications , vol.2
    • Pollard, D.1
  • 12
    • 0000729681 scopus 로고
    • Least absolute deviations estimates for the censored regression model
    • Powell, J. L. (1984). Least absolute deviations estimates for the censored regression model. J. Econometrics 25, 303-325.
    • (1984) J. Econometrics , vol.25 , pp. 303-325
    • Powell, J.L.1
  • 13
    • 38249039685 scopus 로고
    • Censored regression quantiles
    • Powell, J. L. (1986). Censored regression quantiles. J. Econometrics 32, 143-145.
    • (1986) J. Econometrics , vol.32 , pp. 143-145
    • Powell, J.L.1
  • 14
    • 1842443635 scopus 로고
    • Asymptotic normality of LAD estimators in censored regression models
    • Rao, C. R. and Zhao, L. C. (1993). Asymptotic normality of LAD estimators in censored regression models. Math. Methods Statist. 2, 228-239.
    • (1993) Math. Methods Statist. , vol.2 , pp. 228-239
    • Rao, C.R.1    Zhao, L.C.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.