Sharpness in randomly censored linear models
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References listed on IDEAS
- Han Hong & Elie Tamer, 2003.
"Inference in Censored Models with Endogenous Regressors,"
Econometric Society, vol. 71(3), pages 905-932, May.
- Elie Tamer, 2000. "Inference in Censored Models with Endogenous Regressors," Econometric Society World Congress 2000 Contributed Papers 1815, Econometric Society.
- Honore, Bo & Khan, Shakeeb & Powell, James L., 2002.
"Quantile regression under random censoring,"
Journal of Econometrics,
Elsevier, vol. 109(1), pages 67-105, July.
- Bo Honore & Shakeeb Khan & James L. Powell, 2000. "Quantile Regression Under Random Censoring," Econometric Society World Congress 2000 Contributed Papers 1894, Econometric Society.
- Khan, Shakeeb & Tamer, Elie, 2009. "Inference on endogenously censored regression models using conditional moment inequalities," Journal of Econometrics, Elsevier, vol. 152(2), pages 104-119, October.
- Powell, James L., 1984. "Least absolute deviations estimation for the censored regression model," Journal of Econometrics, Elsevier, vol. 25(3), pages 303-325, July.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Andrew Chesher & Adam Rosen, 2015.
"Characterizations of identified sets delivered by structural econometric models,"
CeMMAP working papers
CWP63/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Andrew Chesher & Adam Rosen, 2016. "Characterizations of identified sets delivered by structural econometric models," CeMMAP working papers CWP44/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Arkadiusz Szyd?owski, 2017. "Stochastic processes of limited frequency and the effects of oversampling," Discussion Papers in Economics 17/04, Department of Economics, University of Leicester.
- repec:eee:ecolet:v:159:y:2017:i:c:p:42-45 is not listed on IDEAS
More about this item
KeywordsCensored models Sharp set Identification Conditional moment inequalities;
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