Estimating the casual effect of smoking on birth outcomes is difficult since omitted (unobserved) variables are likely to be correlated with a mother's decision to smoke. While some previous work has dealt with this endogeneity problem by using instrumental variables, this paper instead attempts...

SUMMARY This paper considers estimation of censored panel‐data models with individual‐specific slope heterogeneity. The slope heterogeneity may be random (random slopes model) or related to covariates (correlated random slopes model). Maximum likelihood and censored least‐absolute...

This paper introduces rank estimators for a general transformation model with observable truncation points. The estimators, which are modified versions of the rank estimators of Han (1987) and Cavanagh and Sherman (1998), are asymptotically normal and require no bandwidth choice. Log-concavity...

This paper considers estimation of a transformation model in which the transformed dependent variable is subject to classical measurement error. We consider cases in which the transformation function is known and unspecified. In special cases (e.g. log and square-root transformations),...