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A partially adaptive estimator for the censored regression model based on a mixture of normal distributions

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  • Steven Caudill

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File URL: http://hdl.handle.net/10.1007/s10260-011-0182-z
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Bibliographic Info

Article provided by Springer in its journal Statistical Methods & Applications.

Volume (Year): 21 (2012)
Issue (Month): 2 (June)
Pages: 121-137

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Handle: RePEc:spr:stmapp:v:21:y:2012:i:2:p:121-137

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Related research

Keywords: Partially adaptive estimator; Censored regression model; Tobit model; C240;

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References

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  1. McDonald, James B. & Newey, Whitney K., 1988. "Partially Adaptive Estimation of Regression Models via the Generalized T Distribution," Econometric Theory, Cambridge University Press, vol. 4(03), pages 428-457, December.
  2. Cizek, P., 2008. "Semiparametric Robust Estimation of Truncated and Censored Regression Models," Discussion Paper 2008-34, Tilburg University, Center for Economic Research.
  3. Phillips, Robert F., 1994. "Partially adaptive estimation via a normal mixture," Journal of Econometrics, Elsevier, vol. 64(1-2), pages 123-144.
  4. Lee, Myoung-jae, 1993. "Quadratic mode regression," Journal of Econometrics, Elsevier, vol. 57(1-3), pages 1-19.
  5. Paarsch, Harry J., 1984. "A Monte Carlo comparison of estimators for censored regression models," Journal of Econometrics, Elsevier, vol. 24(1-2), pages 197-213.
  6. Theodossiou, Panayiotis & McDonald, James B. & Hansen, Christian B., 2007. "Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 1(7), pages 1-20.
  7. Thanasis Stengos & Ximing Wu, 2005. "Partially Adaptive Estimation via Maximum Entropy Densities," University of Cyprus Working Papers in Economics 6-2005, University of Cyprus Department of Economics.
  8. Mroz, Thomas A, 1987. "The Sensitivity of an Empirical Model of Married Women's Hours of Work to Economic and Statistical Assumptions," Econometrica, Econometric Society, vol. 55(4), pages 765-99, July.
  9. Phillips, Robert F., 1991. "A constrained maximum-likelihood approach to estimating switching regressions," Journal of Econometrics, Elsevier, vol. 48(1-2), pages 241-262.
  10. Butler, Richard J, et al, 1990. "Robust and Partially Adaptive Estimation of Regression Models," The Review of Economics and Statistics, MIT Press, vol. 72(2), pages 321-27, May.
  11. Powell, James L, 1986. "Symmetrically Trimmed Least Squares Estimation for Tobit Models," Econometrica, Econometric Society, vol. 54(6), pages 1435-60, November.
  12. McDonald, James B., 1996. "An application and comparison of some flexible parametric and semi-parametric qualitative response models," Economics Letters, Elsevier, vol. 53(2), pages 145-152, November.
  13. Bartolucci, F. & Scaccia, L., 2005. "The use of mixtures for dealing with non-normal regression errors," Computational Statistics & Data Analysis, Elsevier, vol. 48(4), pages 821-834, April.
  14. Buchinsky, Moshe, 1994. "Changes in the U.S. Wage Structure 1963-1987: Application of Quantile Regression," Econometrica, Econometric Society, vol. 62(2), pages 405-58, March.
  15. Khan, Shakeeb & Powell, James L., 2001. "Two-step estimation of semiparametric censored regression models," Journal of Econometrics, Elsevier, vol. 103(1-2), pages 73-110, July.
  16. Moon, Choon-Geol, 1989. "A Monte Carlo Comparison of Semiparametric Tobit Estimators," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 4(4), pages 361-82, Oct.-Dec..
  17. McDonald, James B. & Xu, Yexiao J., 1996. "A comparison of semi-parametric and partially adaptive estimators of the censored regression model with possibly skewed and leptokurtic error distributions," Economics Letters, Elsevier, vol. 51(2), pages 153-159, May.
  18. Luojia Hu, 2002. "Estimation of a Censored Dynamic Panel Data Model," Econometrica, Econometric Society, vol. 70(6), pages 2499-2517, November.
  19. Ximing Wu & Thanasis Stengos, 2005. "Partially adaptive estimation via the maximum entropy densities," Econometrics Journal, Royal Economic Society, vol. 8(3), pages 352-366, December.
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