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Winkelmann, Rainer; Boes, Stefan - 2006

Persistent link: https://www.econbiz.de/10003115171

Estimating derivatives in nonseparable models with limited dependent variables

Altonji, Joseph G.; Ichimura, Hidehiko; Otsu, Taisuke - In: Econometrica : journal of the Econometric Society, an … 80 (2012) 4, pp. 1701-1719

Persistent link: https://www.econbiz.de/10009629516

Instrumental variable quantile regression under random right censoring

Beyhum, Jad; Tedesco, Lorenzo; Van Keilegom, Ingrid - In: The econometrics journal 27 (2024) 1, pp. 21-36

Persistent link: https://www.econbiz.de/10014528086

Practical considerations for choosing between Tobit and SCLS or CLAD estimators for censored regression models with an application to charitable giving

Wilhelm, Mark Ottoni - In: Oxford bulletin of economics and statistics 70 (2008) 4, pp. 559-582

Persistent link: https://www.econbiz.de/10003738675

A unit-level quantile nested error regression model for domain prediction with continuous and discrete outcomes

Weidenhammer, Beate; Schmid, Timo; Salvati, Nicola; … - 2016

model we exploit the link between the Asymmetric Laplace Distribution and maximum likelihood estimation for quantile …-variance relationship. Mean Squared Error estimation is discussed. Extensive model-based simulations are used for comparing the proposed …

Persistent link: https://www.econbiz.de/10011496844