Showing 1 - 10 of 56
This paper provides a root-n consistent, asymptotically normal weighted least squares estimator of the coefficients in a truncated regression model. The distribution of the errors is unknown and permits general forms of unknown heteroskedasticity. Also provided is an instrumental variables based...
Persistent link: https://www.econbiz.de/10005027859
Misclassification in binary choice (binomial response) models occurs when the dependent variable is measured with error, that is, when an actual "one" response is sometimes recorded as a zero, and vice versa. This paper shows that binary choice models with misclassification are...
Persistent link: https://www.econbiz.de/10005074078
experimental design. This paper provides estimators for quantiles and conditional on X moments of W under both nonparametric and … semiparametric specifications. …
Persistent link: https://www.econbiz.de/10005053265
The nonparametric censored regression model, with a fixed, known censoring point (normalized to zero), is y = max[0,m … estimators of m(x) and its derivatives. The convergence rate is the same as for an uncensored nonparametric regression and its … heteroskedasticity. We also extend the estimator to the nonparametric truncated regression model, in which only uncensored data points …
Persistent link: https://www.econbiz.de/10005074045
This paper provides estimators of discrete choice models, including binary, ordered, and multinomial response (choice) models. The estimators closely resemble ordinary and two stage least squares. The distribution of the model's latent variable error is unknown and may be related to the...
Persistent link: https://www.econbiz.de/10004968796
This paper is concerned with developing a semiparametric panel model to explain the trend in UK temperatures and other … twenty six Meteorological Office stations. The data is an unbalanced panel. We allow the trend to evolve in a nonparametric …
Persistent link: https://www.econbiz.de/10008725946
In a sample selection or treatment effects model, common unobservables may affect both the outcome and the probability of selection in unknown ways. This paper shows that the distribution function of potential outcomes, conditional on covariates, can be identified given an observed variable V...
Persistent link: https://www.econbiz.de/10005027836
fixed effects can be estimated with only predetermined regressors. The estimator is semiparametric in that the error …
Persistent link: https://www.econbiz.de/10005074111
This paper provides numerically trivial estimators for short panels of either binary choices or of linear models that suffer from confounded, nonignorable sample selection. The estimators allow for fixed effects, endogenous regressors, lagged dependent variables, and heterokedastic errors with...
Persistent link: https://www.econbiz.de/10005053267
We consider estimation of means of functions that are scaled by an unknown density, or equivalently, integrals of conditional expectations. The "ordered data" estimator we provide is root n consistent, asymptotically normal, and is numerically extremely simple, involving little more than...
Persistent link: https://www.econbiz.de/10004968822