Similar Search Results

Semiparametric estimation of a partially linear censored regression model

Chen, Songnian; Khan, Shakeeb - In: Econometric theory 17 (2001) 3, pp. 567-590

Persistent link: https://www.econbiz.de/10001589021

Rates of convergence for estimating regression coefficients in heteroskedastic discrete response models

Chen, Songnian; Khan, Shakeeb - In: Journal of econometrics 117 (2003) 2, pp. 245-278

Persistent link: https://www.econbiz.de/10001799097

Nonparametric identification and estimation of a censored location-scale regression model

Chen, Songnian; Dahl, Gordon B.; Khan, Shakeeb - In: Journal of the American Statistical Association : JASA 100 (2005) 469, pp. 212-221

Persistent link: https://www.econbiz.de/10002705784

Informational Content of Special Regressors in Heteroskedastic Binary Response Models

Chen, Songnian - 2013

We quantify the identifying power of special regressors in heteroskedastic binary regressions with median-independent or conditionally symmetric errors. We measure the identifying power using two criteria: the set of regressor values that help point identify coefficients in latent payoffs as in...

Persistent link: https://www.econbiz.de/10013083025