Efficient semiparametric estimation of censored and truncated regressions via a smoothed self-consistency equation

Econometrica

Volumn 72, Issue 4, 2004, Pages 1277-1293

  Cosslett, Stephen R ^a  

^a OHIO STATE UNIVERSITY   (United States)

Author keywords

Censored regression; Efficient estimation; Self consistency equation; Semiparametric estimation; Tobit model; Truncated regression

Indexed keywords

INTEGRAL EQUATIONS; MATHEMATICAL MODELS; MAXIMUM LIKELIHOOD ESTIMATION; PARAMETER ESTIMATION; PROBABILITY DENSITY FUNCTION; REGRESSION ANALYSIS;

CENSORED REGRESSION; SELF-CONSISTENCY EQUATION; TOBIT MODELS;

ECONOMICS;

EID: 3142767020     PISSN: 00129682     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1468-0262.2004.00532.x     Document Type: Article

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