Identification and estimation of partially linear censored regression models with unknown heteroscedasticity
Year of publication: |
2015
|
---|---|
Authors: | Zhang, Zhengyu ; Liu, Bing |
Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 18.2015, 2, p. 242-273
|
Subject: | Fixed censoring | Heteroscedasticity | Partially linear model | Quantile regression | Random censoring | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Heteroskedastizität |
-
Risk vs upside uncertainty : application of quantile regression in investment analysis
Rehman, Seema, (2023)
-
On asymmetric market model with heteroskedasticity and quantile regression
Chen, Cathy W. S., (2017)
-
Efficient estimation for models with nonlinear heteroscedasticity
Xu, Zhanxiong, (2022)
- More ...
-
A Pairwise Difference Estimator for Partially Linear Spatial Autoregressive Models
Zhang, Zhengyu, (2013)
-
Estimation of spatial autoregressive models with boundary specification problem
Zhang, Zhengyu, (2013)
-
Zhang, Zhengyu, (2013)
- More ...