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A Monte Carlo comparison of estimators for censored regression models

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Cited by:

  1. James B. McDonald & Hieu Nguyen, 2012. "Heteroskedasticity and Distributional Assumptions in the Censored Regression Model," BYU Macroeconomics and Computational Laboratory Working Paper Series 2012-09, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory.
  2. Schunk, Daniel, 2007. "What determines the saving behavior of German households? : an examination of saving motives and saving decisions," Papers 07-10, Sonderforschungsbreich 504.
  3. James Heckman & Justin L. Tobias & Edward Vytlacil, 2001. "Four Parameters of Interest in the Evaluation of Social Programs," Southern Economic Journal, John Wiley & Sons, vol. 68(2), pages 210-223, October.
  4. Robert Jonsson, 2012. "When does Heckman’s two-step procedure for censored data work and when does it not?," Statistical Papers, Springer, vol. 53(1), pages 33-49, February.
  5. Gorton, Matthew & Sauer, Johannes & Peshevski, Mile & Bosev, Dane & Shekerinov, Darko & Quarrie, Steve, 2009. "Water Communities in the Republic of Macedonia: An Empirical Analysis of Membership Satisfaction and Payment Behavior," World Development, Elsevier, vol. 37(12), pages 1951-1963, December.
  6. Falk, Martin, 2001. "Diffusion of information technology, internet use and the demand of heterogeneous labor," ZEW Discussion Papers 01-48, ZEW - Leibniz Centre for European Economic Research.
  7. Brunner, Eric & Sonstelie, Jon, 2003. "School finance reform and voluntary fiscal federalism," Journal of Public Economics, Elsevier, vol. 87(9-10), pages 2157-2185, September.
  8. Patrick Puhani, 2000. "The Heckman Correction for Sample Selection and Its Critique," Journal of Economic Surveys, Wiley Blackwell, vol. 14(1), pages 53-68, February.
  9. W. H. Furtan & J. Sauer, 2008. "Determinants of Food Industry Performance: Survey Data and Regressions for Denmark," Journal of Agricultural Economics, Wiley Blackwell, vol. 59(3), pages 555-573, September.
  10. Falk, Martin, 2002. "Diffusion der Informations- und Kommunikationstechnologien und die Qualifikationsstruktur der Arbeitskräfte (Diffusion of information and communication technology and the qualification structure of th," Mitteilungen aus der Arbeitsmarkt- und Berufsforschung, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], vol. 35(3), pages 397-410.
  11. Xue, Hong & Mainville, Denise Y. & You, Wen & Nayga, Rodolfo M., Jr., 2009. "Nutrition Knowledge, Sensory Characteristics and Consumers’ Willingness to Pay for Pasture-Fed Beef," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49277, Agricultural and Applied Economics Association.
  12. Jonsson, Robert, 2008. "When does Heckman’s two-step procedure for censored data work and when does it not?," Research Reports 2008:2, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law.
  13. William Martin & Cong S. Pham, 2020. "Estimating the gravity model when zero trade flows are frequent and economically determined," Applied Economics, Taylor & Francis Journals, vol. 52(26), pages 2766-2779, May.
  14. Steven Caudill, 2012. "A partially adaptive estimator for the censored regression model based on a mixture of normal distributions," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 21(2), pages 121-137, June.
  15. Niquidet, Kurt & van Kooten, G. Cornelis, 2004. "Are Log Markets Competitive? Empirical Evidence And Implications For Canada-U.S. Trade In Softwood Lumber," 2004 Annual meeting, August 1-4, Denver, CO 19985, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  16. Daniel Parent, 2002. "The Causal Effect of High School Employment on Educational Attainment in Canada," CIRANO Working Papers 2002s-28, CIRANO.
  17. Falk, Martin, 2002. "Diffusion der Informations- und Kommunikationstechnologien und die Qualifikationsstruktur der Arbeitskräfte (Diffusion of information and communication technology and the qualification structure of th," Mitteilungen aus der Arbeitsmarkt- und Berufsforschung, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], vol. 35(3), pages 397-410.
  18. Yen, Steven T. & Huang, Chung L., 1996. "Household Demand For Finfish: A Generalized Double-Hurdle Model," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 21(2), pages 1-15, December.
  19. Golan, Amos & Judge, George & Perloff, Jeffrey, 1997. "Estimation and inference with censored and ordered multinomial response data," Journal of Econometrics, Elsevier, vol. 79(1), pages 23-51, July.
  20. Daniel Pollmann & Thomas Dohmen & Franz Palm, 2020. "Robust Estimation of Wage Dispersion with Censored Data: An Application to Occupational Earnings Risk and Risk Attitudes," De Economist, Springer, vol. 168(4), pages 519-540, December.
  21. Victor Champonnois & Olivier Chanel, 2016. "How useful are (Censored) Quantile Regressions for Contingent Valuation?," Working Papers 2016.12, FAERE - French Association of Environmental and Resource Economists.
  22. Mark Ottoni Wilhelm, 2008. "Practical Considerations for Choosing Between Tobit and SCLS or CLAD Estimators for Censored Regression Models with an Application to Charitable Giving," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(4), pages 559-582, August.
  23. Ross M. Stolzenberg & Daniel A. Relles, 1990. "Theory Testing in a World of Constrained Research Design," Sociological Methods & Research, , vol. 18(4), pages 395-415, May.
  24. J.-M. Daussin-Benichou & A. Mauroux, 2014. "Turning the heat up. How sensitive are households to fiscal incentives on energy efficiency investments?," Documents de Travail de l'Insee - INSEE Working Papers g2014-06, Institut National de la Statistique et des Etudes Economiques.
  25. Randall A. Lewis & James B. McDonald, 2014. "Partially Adaptive Estimation of the Censored Regression Model," Econometric Reviews, Taylor & Francis Journals, vol. 33(7), pages 732-750, October.
  26. Sauer, Johannes & Gorton, Matthew & Peshevski, Mile & Bosev, Dane & Shekerinov, Darko, 2010. "Social Capital and the Performance of Water User Associations: Evidence from the Republic of Macedonia," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, vol. 59(01), pages 1-10, March.
  27. Kossova, Elena & Potanin, Bogdan, 2018. "Heckman method and switching regression model multivariate generalization," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 50, pages 114-143.
  28. P. Čížek & S. Sadikoglu, 2018. "Bias-corrected quantile regression estimation of censored regression models," Statistical Papers, Springer, vol. 59(1), pages 215-247, March.
  29. Mikhail Zhelonkin & Marc G. Genton & Elvezio Ronchetti, 2016. "Robust inference in sample selection models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 78(4), pages 805-827, September.
  30. Daniel Pollmann & Thomas Dohmen & Franz Palm, 2020. "Dispersion estimation; Earnings risk; Censoring; Quantile regression; Occupational choice; Sorting; Risk preferences; SOEP; IABS," ECONtribute Discussion Papers Series 028, University of Bonn and University of Cologne, Germany.
  31. Zhou, Xiuqing & Wang, Jinde, 2005. "A genetic method of LAD estimation for models with censored data," Computational Statistics & Data Analysis, Elsevier, vol. 48(3), pages 451-466, March.
  32. Franco Peracchi, 1988. "Bounded Influence Estimators for the Censored Regression Model," UCLA Economics Working Papers 487, UCLA Department of Economics.
  33. 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.
  34. Sauer, Johannes & Gorton, Matthew & Peshevski, Mile & Bosev, Dane & Shekerinov, Darko, 2010. "Social Capital and the Performance of Water User Associations: Evidence from the Republic of Macedonia," Journal of International Agricultural Trade and Development, Journal of International Agricultural Trade and Development, vol. 59(1).
  35. Ho, Anson T.Y. & Morin, Lealand & Paarsch, Harry J. & Huynh, Kim P., 2022. "A flexible framework for intervention analysis applied to credit-card usage during the coronavirus pandemic," International Journal of Forecasting, Elsevier, vol. 38(3), pages 1129-1157.
  36. He, Hua & Huang, Chung L. & Houston, Jack E., 1995. "U.S. Household Consumption Of Fresh Fruits," Journal of Food Distribution Research, Food Distribution Research Society, vol. 26(2), pages 1-11, September.
  37. Mroz, Thomas A., 1999. "Discrete factor approximations in simultaneous equation models: Estimating the impact of a dummy endogenous variable on a continuous outcome," Journal of Econometrics, Elsevier, vol. 92(2), pages 233-274, October.
  38. Leung, Siu Fai & Yu, Shihti, 1996. "On the choice between sample selection and two-part models," Journal of Econometrics, Elsevier, vol. 72(1-2), pages 197-229.
  39. 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.
  40. Nawata, Kazumitsu, 1995. "Estimation of sample-selection models by the maximum likelihood method," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 39(3), pages 299-303.
  41. Douglas J. Taylor & Lawrence L. Kupper & Stephen M. Rappaport & Robert H. Lyles, 2001. "A Mixture Model for Occupational Exposure Mean Testing with a Limit of Detection," Biometrics, The International Biometric Society, vol. 57(3), pages 681-688, September.
  42. Helton Saulo & Roberto Vila & Shayane S. Cordeiro, 2022. "Symmetric generalized Heckman models," Papers 2206.10054, arXiv.org.
  43. Schunk Daniel, 2009. "What Determines Household Saving Behavior: An Examination of Saving Motives and Saving Decisions 06.01.2009," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 229(4), pages 467-491, August.
  44. Saulo, Helton & Vila, Roberto & Cordeiro, Shayane S. & Leiva, Víctor, 2023. "Bivariate symmetric Heckman models and their characterization," Journal of Multivariate Analysis, Elsevier, vol. 193(C).
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