Specification testing in censored regression models: Parametric and semiparametric methods

Journal of Applied Econometrics

Volumn 4, Issue 1 S, 1989, Pages S61-S86

  Horowitz, Joel L ^a   Neumann, George R ^a  

^a UNIVERSITY OF IOWA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84986384419     PISSN: 08837252     EISSN: 10991255     Source Type: Journal    
DOI: 10.1002/jae.3950040505     Document Type: Article

References (61)

1. Job duration, seniority, and earnings
2. Regression analysis when the dependent variable is truncated normal
3. Regression analysis when the dependent variable is truncated lognormal, with an application to the determinants of the duration of welfare dependency
4. Chi‐square diagnostic tests for econometric models: theory
5. A graphical method for assessing goodness of fit in Cox's proportional hazards model
6. Testing for normality in limited dependent variable models
7. An analysis of transformations revisited
8. An analysis of transformations
9. Covariance analysis of censored survival data
10. A simple test for heteroscedasticity and random coefficient variation
11. Linear regression with censored data
12. Alternative transformations to handle extreme values of the dependent variable
13. Steady states as natural rates in a dynamic discrete choice model of labor supply
14. Residual analysis in the grouped data and censored normal linear model
15. On detecting the failure of distributional assumptions
16. Further results on tests of separate families of hypotheses
17. Regression models and life tables
18. Partial likelihood
19. Statistical models for zero expenditures in household budgets
20. A semiparametric censored regression estimator
21. The efficiency of Cox's likelihood function for censored data
22. Nonparametric maximum likelihood estimation of censored regression models
23. Generalized residuals
24. Non‐parametric analysis of a generalized regression model
25. Specification tests in econometrics
26. The common structure of statistical models of truncation, sample selection, and limited dependent variables and a simple estimator
27. Sample bias as a specification error
28. A method for minimizing the impact of distributional assumptions in econometric models for duration data
29. A distribution‐free least squares estimator for censored linear regression models
30. Semiparametric M estimation of censored linear regression models
31. The asymptotic efficiency of semiparametric estimators for censored linear regresson models
32. Semiparametric estimation of employment duration models
33. Systems of frequency curves generated by methods of translation
34. Marginal likelihoods based on Cox's regression and life model
35. Nonparametric estimation from incomplete observations
36. Proportional hazard regression models and the analysis of censored survival data
37. The duration of contract strikes in U.S. manufacturing
38. A note on studentizing a test of heteroskedasticity
39. Generalized residuals and heterogeneous duration models with applications to the Weibull model
40. Residuals tests and plots with a job matching illustraiton
41. A test of the tobit specification against an alternative suggested by Cragg
42. A global goodness‐of‐fit statistic for the proportional hazards model
43. A test for misspecification in the censored normal model
44. Diagnostic tests for models based on individual data: a survey
45. Least absolute deviations estimation for the censored regression model
46. Censored regression quantiles
47. Symmetrically trimmed least squares estimation for tobit models
48. Tests of specification in econometrics
49. Consistent estimation of limited dependent variable models despite misspecification of distribution
50. Chi‐squared goodness‐of‐fit tests for the proportional hazards regression model
51. Optimal highway durability
52. Consistent estimation of scaled coefficients
53. A heteroskedasticity‐consistent covariance matrix estimator and a direct test for heterokedasticity
54. Maximum likelihood estimation of misspecified models
55. Corrigendum