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An Overview of the Special Regressor Method

  • Arthur Lewbel

    ()

    (Boston College)

This chapter provides background for understanding and applying special regressor methods. This chapter is intended for inclusion in the "Handbook of Applied Nonparametric and Semiparametric Econometrics and Statistics," Co-edited by Aman Ullah, Jeffrey Racine, and Liangjun Su, to be published by Oxford University Press.

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Paper provided by Boston College Department of Economics in its series Boston College Working Papers in Economics with number 810.

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Date of creation: 15 Sep 2012
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Handle: RePEc:boc:bocoec:810
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  1. Chen, Xiaohong & Reiss, Markus, 2011. "On Rate Optimality For Ill-Posed Inverse Problems In Econometrics," Econometric Theory, Cambridge University Press, vol. 27(03), pages 497-521, June.
  2. Bo E. Honore & Arthur Lewbel, 1998. "Semiparametric Binary Choice Panel Data Models without Strictly Exogeneous Regressors," Boston College Working Papers in Economics 455, Boston College Department of Economics, revised 22 Sep 2001.
  3. Thierry Magnac & Eric Maurin, 2004. "Partial Identification in Monotone Binary Models : Discrete Regressors and Interval Data," Working Papers 2004-11, Centre de Recherche en Economie et Statistique.
  4. Ichimura, H. & Thompson, S., 1993. "Maximum Likelihood Estimation of a Binary Choice Model with Random Coefficients of Unknown Distributions," Papers 268, Minnesota - Center for Economic Research.
  5. repec:bla:restud:v:75:y:2008:i:3:p:835-864 is not listed on IDEAS
  6. Magnac, Thierry & Maurin, Eric, 2007. "Identification and information in monotone binary models," Journal of Econometrics, Elsevier, vol. 139(1), pages 76-104, July.
  7. Dominique Goux & Eric Maurin, 2005. "The Effect of Overcrowded Housing on Childrens Performance at School," Post-Print halshs-00754080, HAL.
  8. S. Darolles & Y. Fan & J. P. Florens & E. Renault, 2011. "Nonparametric Instrumental Regression," Econometrica, Econometric Society, vol. 79(5), pages 1541-1565, 09.
  9. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
  10. Cogneau, Denis & Maurin, Eric, 2001. "Parental Income and School Attendance in a Low-Income Country: a semi-parametric analysis," Economics Papers from University Paris Dauphine 123456789/4580, Paris Dauphine University.
  11. Briesch, Richard A. & Chintagunta, Pradeep K. & Matzkin, Rosa L., 2010. "Nonparametric Discrete Choice Models With Unobserved Heterogeneity," Journal of Business & Economic Statistics, American Statistical Association, vol. 28(2), pages 291-307.
  12. Eric Gautier & Yuichi Kitamura, 2011. "Nonparamatric estimation in random coefficients binary choice models," Working Papers hal-00403939, HAL.
  13. Horowitz, Joel L, 1992. "A Smoothed Maximum Score Estimator for the Binary Response Model," Econometrica, Econometric Society, vol. 60(3), pages 505-31, May.
  14. Arthur Lewbel & Oliver Linton & D. L. McFadden, 2006. "Estimating features of a distribution from binomial data," LSE Research Online Documents on Economics 4418, London School of Economics and Political Science, LSE Library.
  15. Shakeeb Khan & Arthur Lewbel, 2002. "Weighted and Two Stage Least Squares Estimation of Semiparametric Truncated Regression Models," Boston College Working Papers in Economics 525, Boston College Department of Economics, revised 04 Sep 2006.
  16. Jeremy T. Fox & Chenyu Yang, 2012. "Unobserved Heterogeneity in Matching Games," NBER Working Papers 18168, National Bureau of Economic Research, Inc.
  17. Lewbel, Arthur & Schennach, Susanne M., 2007. "A simple ordered data estimator for inverse density weighted expectations," Journal of Econometrics, Elsevier, vol. 136(1), pages 189-211, January.
  18. Jacho-Chávez, David T., 2009. "Efficiency Bounds For Semiparametric Estimation Of Inverse Conditional-Density-Weighted Functions," Econometric Theory, Cambridge University Press, vol. 25(03), pages 847-855, June.
  19. Ai, Chunrong & Gan, Li, 2010. "An alternative root-n consistent estimator for panel data binary choice models," Journal of Econometrics, Elsevier, vol. 157(1), pages 93-100, July.
  20. Lewbel, Arthur, 1997. "Semiparametric Estimation of Location and Other Discrete Choice Moments," Econometric Theory, Cambridge University Press, vol. 13(01), pages 32-51, February.
  21. Berry, Steven & Levinsohn, James & Pakes, Ariel, 1995. "Automobile Prices in Market Equilibrium," Econometrica, Econometric Society, vol. 63(4), pages 841-90, July.
  22. Arthur Lewbel, 2000. "Endogenous Selection Or Treatment Model Estimation," Boston College Working Papers in Economics 462, Boston College Department of Economics, revised 13 Jun 2007.
  23. Chu, Ba & Jacho-Chávez, David T., 2012. "k-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA," Econometric Theory, Cambridge University Press, vol. 28(04), pages 769-803, August.
  24. Arthur Lewbel, 1998. "Semiparametric Latent Variable Model Estimation with Endogenous or Mismeasured Regressors," Econometrica, Econometric Society, vol. 66(1), pages 105-122, January.
  25. Eric Maurin, 1999. "The Impact of Parental Income on Early Schooling Transitions : A Re-examination Using Data over Three Generations," Working Papers 99-69, Centre de Recherche en Economie et Statistique.
  26. Christopher Baum & Yingying Dong & Arthur Lewbel & Tao Yang, 2012. "Binary choice models with endogenous regressors," SAN12 Stata Conference 9, Stata Users Group.
  27. Stewart, Mark B., 2005. "A comparison of semiparametric estimators for the ordered response model," Computational Statistics & Data Analysis, Elsevier, vol. 49(2), pages 555-573, April.
  28. James J. Heckman & Salvador Navarro, 2005. "Dynamic Discrete Choice and Dynamic Treatment Effects," NBER Technical Working Papers 0316, National Bureau of Economic Research, Inc.
  29. Edward Vytlacil & Nese Yildiz, 2007. "Dummy Endogenous Variables in Weakly Separable Models," Econometrica, Econometric Society, vol. 75(3), pages 757-779, 05.
  30. Matzkin, Rosa L, 1992. "Nonparametric and Distribution-Free Estimation of the Binary Threshold Crossing and the Binary Choice Models," Econometrica, Econometric Society, vol. 60(2), pages 239-70, March.
  31. Manski, Charles F., 1985. "Semiparametric analysis of discrete response : Asymptotic properties of the maximum score estimator," Journal of Econometrics, Elsevier, vol. 27(3), pages 313-333, March.
  32. Arthur Lewbel, 1999. "Semiparametric Qualitative Response Model Estimation with Unknown Heteroskedasticity or Instrumental Variables," Boston College Working Papers in Economics 454, Boston College Department of Economics.
  33. Whitney K. Newey & James L. Powell, 2003. "Instrumental Variable Estimation of Nonparametric Models," Econometrica, Econometric Society, vol. 71(5), pages 1565-1578, 09.
  34. Hoderlein, Stefan & Klemelä, Jussi & Mammen, Enno, 2010. "Analyzing The Random Coefficient Model Nonparametrically," Econometric Theory, Cambridge University Press, vol. 26(03), pages 804-837, June.
  35. Yingying Dong, 2012. "Regression Discontinuity Applications with Rounding Errors in the Running Variable," Working Papers 111206, University of California-Irvine, Department of Economics.
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