메뉴 건너뛰기




Volumn 152, Issue 2, 2009, Pages 104-119

Inference on endogenously censored regression models using conditional moment inequalities

Author keywords

Conditional moment inequality models; Covariate dependent censoring; Endogeneity; Heteroscedasticity; Quantile minimum distance

Indexed keywords

CONDITIONAL MOMENT INEQUALITY MODELS; COVARIATE DEPENDENT CENSORING; ENDOGENEITY; HETEROSCEDASTICITY; QUANTILE MINIMUM DISTANCE;

EID: 68949205794     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2009.01.006     Document Type: Article
Times cited : (75)

References (46)
  • 1
    • 0042672846 scopus 로고    scopus 로고
    • The identifiability of the mixed proportional hazards competing risks model
    • Abbring J.H., and van den Berg G.J. The identifiability of the mixed proportional hazards competing risks model. Econometrica 65 (2003) 701-710
    • (2003) Econometrica , vol.65 , pp. 701-710
    • Abbring, J.H.1    van den Berg, G.J.2
  • 4
    • 1842782627 scopus 로고    scopus 로고
    • Semiparametric estimation of the intercept of a sample selection model
    • Andrews D.W.K., and Schafgans M. Semiparametric estimation of the intercept of a sample selection model. Review of Economic Studies 65 (1998) 487-517
    • (1998) Review of Economic Studies , vol.65 , pp. 487-517
    • Andrews, D.W.K.1    Schafgans, M.2
  • 5
    • 0003433245 scopus 로고
    • Nonparametric regression with randomly censored survival data
    • Technical Report, California, Berkeley
    • Beran, R., 1981. Nonparametric regression with randomly censored survival data. Technical Report, California, Berkeley
    • (1981)
    • Beran, R.1
  • 6
    • 0000932315 scopus 로고
    • A consistent conditional moment test of functional form
    • Bierens H. A consistent conditional moment test of functional form. Econometrica 58 (1990) 1443-1458
    • (1990) Econometrica , vol.58 , pp. 1443-1458
    • Bierens, H.1
  • 7
    • 10044294101 scopus 로고    scopus 로고
    • Correcting for selective compliance in a re-employment bonus experiment
    • Bijwaard G., and Ridder G. Correcting for selective compliance in a re-employment bonus experiment. Journal of Econometrics 125 (2005) 77-111
    • (2005) Journal of Econometrics , vol.125 , pp. 77-111
    • Bijwaard, G.1    Ridder, G.2
  • 8
    • 84970443047 scopus 로고
    • Accounting for no-shows in experimental evaluation designs
    • Bloom H. Accounting for no-shows in experimental evaluation designs. Evaluation Review 8 (1984) 225-246
    • (1984) Evaluation Review , vol.8 , pp. 225-246
    • Bloom, H.1
  • 10
    • 34250379420 scopus 로고    scopus 로고
    • Censored quantile regression with endogenous regressors
    • Blundell R., and Powell J. Censored quantile regression with endogenous regressors. Journal of Econometrics 141 (2007) 65-83
    • (2007) Journal of Econometrics , vol.141 , pp. 65-83
    • Blundell, R.1    Powell, J.2
  • 11
    • 0000112815 scopus 로고    scopus 로고
    • An alternative estimator for the censored quantile regression model
    • Buchinsky M., and Hahn J. An alternative estimator for the censored quantile regression model. Econometrica 66 (2001) 653-671
    • (2001) Econometrica , vol.66 , pp. 653-671
    • Buchinsky, M.1    Hahn, J.2
  • 12
    • 0018668029 scopus 로고
    • Linear regression with censored data
    • Buckley J., and James I. Linear regression with censored data. Biometrika 66 (1979) 429-436
    • (1979) Biometrika , vol.66 , pp. 429-436
    • Buckley, J.1    James, I.2
  • 13
    • 64849104672 scopus 로고    scopus 로고
    • Large deviations optimality and bootstrap validity. Wisconsin Working Paper
    • Canay, I., 2007. EL inference for partially identified models: Large deviations optimality and bootstrap validity. Wisconsin Working Paper
    • (2007) EL inference for partially identified models
    • Canay, I.1
  • 14
    • 0008598944 scopus 로고    scopus 로고
    • Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series
    • Chen X., and Fan Y. Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series. Journal of Econometrics 91 2 (1999) 373-401
    • (1999) Journal of Econometrics , vol.91 , Issue.2 , pp. 373-401
    • Chen, X.1    Fan, Y.2
  • 16
    • 3142767020 scopus 로고    scopus 로고
    • Efficient semiparametric estimation of censored and truncated regressions via a smoothed self-consistency equation
    • Cosslett S. Efficient semiparametric estimation of censored and truncated regressions via a smoothed self-consistency equation. Econometrica 72 (2004) 1277-1293
    • (2004) Econometrica , vol.72 , pp. 1277-1293
    • Cosslett, S.1
  • 17
    • 4444288955 scopus 로고    scopus 로고
    • Consitent estimation of models defined by conditional moment restrictions
    • Dominguez M., and Lobato I. Consitent estimation of models defined by conditional moment restrictions. Econometrica 72 (2004) 1601-1615
    • (2004) Econometrica , vol.72 , pp. 1601-1615
    • Dominguez, M.1    Lobato, I.2
  • 18
    • 45949121097 scopus 로고
    • The maximum rank correlation estimator
    • Han A. The maximum rank correlation estimator. Journal of Econometrics (1987) 303-316
    • (1987) Journal of Econometrics , pp. 303-316
    • Han, A.1
  • 19
    • 0001531474 scopus 로고
    • The empirical content of the Roy model
    • Heckman J., and Honoré B. The empirical content of the Roy model. Econometrica 58 (1990) 1121-1149
    • (1990) Econometrica , vol.58 , pp. 1121-1149
    • Heckman, J.1    Honoré, B.2
  • 20
    • 0038278864 scopus 로고    scopus 로고
    • Inference in censored models with endogenous regressors
    • Hong H., and Tamer E. Inference in censored models with endogenous regressors. Econometrica 71 3 (2003) 905-932
    • (2003) Econometrica , vol.71 , Issue.3 , pp. 905-932
    • Hong, H.1    Tamer, E.2
  • 21
  • 22
    • 33750570462 scopus 로고    scopus 로고
    • Bounds in competing risks models and the war on cancer
    • Honoré B., and Lleras-Muney A. Bounds in competing risks models and the war on cancer. Econometrica 6 (2006) 1675-1698
    • (2006) Econometrica , Issue.6 , pp. 1675-1698
    • Honoré, B.1    Lleras-Muney, A.2
  • 23
    • 0000647059 scopus 로고
    • Pairwise difference estimators of censored and truncated regression models
    • Honoré B., and Powell J. Pairwise difference estimators of censored and truncated regression models. Journal of Econometrics 64 (1994) 241-278
    • (1994) Journal of Econometrics , vol.64 , pp. 241-278
    • Honoré, B.1    Powell, J.2
  • 25
    • 33748606628 scopus 로고    scopus 로고
    • Partial rank estimation of transformation models with general forms of censoring
    • Khan S., and Tamer E. Partial rank estimation of transformation models with general forms of censoring. Journal of Econometrics 136 (2007) 251-280
    • (2007) Journal of Econometrics , vol.136 , pp. 251-280
    • Khan, S.1    Tamer, E.2
  • 26
  • 28
    • 0001021449 scopus 로고
    • Regression analysis with randomly right censored data
    • Koul H., Susarla V., and Ryzin J.V. Regression analysis with randomly right censored data. Annals of Statistics 9 (1981) 1276-1288
    • (1981) Annals of Statistics , vol.9 , pp. 1276-1288
    • Koul, H.1    Susarla, V.2    Ryzin, J.V.3
  • 29
    • 0000920235 scopus 로고    scopus 로고
    • Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables
    • Lewbel A. Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables. Journal of Econometrics 97 (2000) 145-177
    • (2000) Journal of Econometrics , vol.97 , pp. 145-177
    • Lewbel, A.1
  • 30
    • 0036215568 scopus 로고    scopus 로고
    • Inference on regressions with interval data on a regressor or outcome
    • Manski C., and Tamer E. Inference on regressions with interval data on a regressor or outcome. Econometrica 70 (2002) 519-547
    • (2002) Econometrica , vol.70 , pp. 519-547
    • Manski, C.1    Tamer, E.2
  • 31
    • 70350096085 scopus 로고
    • Large sample estimation and hypothesis testing
    • Engle R., and McFadden D. (Eds), North Holland
    • Newey W., and McFadden D. Large sample estimation and hypothesis testing. In: Engle R., and McFadden D. (Eds). Handbook of Econometrics vol. 4 (1994), North Holland
    • (1994) Handbook of Econometrics , vol.4
    • Newey, W.1    McFadden, D.2
  • 32
    • 0001331135 scopus 로고
    • Simulation and the asymptotics of optimization estimators
    • Pakes A., and Pollard D. Simulation and the asymptotics of optimization estimators. Econometrica 57 5 (1989) 1027-1057
    • (1989) Econometrica , vol.57 , Issue.5 , pp. 1027-1057
    • Pakes, A.1    Pollard, D.2
  • 37
    • 0000729681 scopus 로고
    • Least absolute deviations estimation for the censored regression model
    • Powell J. Least absolute deviations estimation for the censored regression model. Journal of Econometrics (1984) 303-325
    • (1984) Journal of Econometrics , pp. 303-325
    • Powell, J.1
  • 40
    • 0000265348 scopus 로고
    • The limiting distribution of the maximum rank correlation estimator
    • Sherman R. The limiting distribution of the maximum rank correlation estimator. Econometrica 61 (1993) 123-137
    • (1993) Econometrica , vol.61 , pp. 123-137
    • Sherman, R.1
  • 41
    • 21344493582 scopus 로고
    • Maximal inequalities for degenerate U-processes with applications to optimization estimators
    • Sherman R. Maximal inequalities for degenerate U-processes with applications to optimization estimators. Annals of Statistics 22 (1994) 439-459
    • (1994) Annals of Statistics , vol.22 , pp. 439-459
    • Sherman, R.1
  • 42
    • 84974239128 scopus 로고
    • U-processes in the analysis of a generalized semiparametric regression estimator
    • Sherman R. U-processes in the analysis of a generalized semiparametric regression estimator. Econometric Theory 10 (1994) 372-395
    • (1994) Econometric Theory , vol.10 , pp. 372-395
    • Sherman, R.1
  • 43
    • 0004225404 scopus 로고
    • Springer-Verlag, New York, NY
    • Shiryaev A. Probability (1984), Springer-Verlag, New York, NY
    • (1984) Probability
    • Shiryaev, A.1
  • 44
    • 0001254834 scopus 로고
    • On almost sure convergence of conditional empirical distribution functions
    • Stute W. On almost sure convergence of conditional empirical distribution functions. Annals of Statistics 14 3 (1986) 891-901
    • (1986) Annals of Statistics , vol.14 , Issue.3 , pp. 891-901
    • Stute, W.1
  • 45
    • 0442309484 scopus 로고    scopus 로고
    • Censored median regression using weighted empirical survival and hazard functions
    • Yang S. Censored median regression using weighted empirical survival and hazard functions. Journal of the American Statistical Association 94 (1999) 137-145
    • (1999) Journal of the American Statistical Association , vol.94 , pp. 137-145
    • Yang, S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.