Inference in Censored Models with Endogenous Regressors

By Elie Tamer. 2003

102 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/61f9a6ce10710e0d8b0467df720adcbb1491a16c

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Citations in the corpus

Instrumental quantile regression inference for structural and treatment effect models (2006, methodology): “…in Matlab and Ox that implement the estimation and inference are available from uthors. e Hogg (1975); Abadie (1995); Macurdy and Timmins (2000), and Hong and Tamer (2003) for ent results that with some work can be adapted to the present case. kata (2001) proposes an elegant LIML-type estimator…”
Estimation of Semiparametric Models When the Criterion Function is Not Smooth (2002, unknown): “An example of current interest appears in Han and Tamer (2002) : they considered a linear median regression model Yi = X0 iθ + ei in which the covariates can be endogenous and where the dependent variable is sub-”
Endogeneity in Quantile Regression Models: A Control Function Approach (2004, methodology): “Case 3: A heteroskedastic linear median regression model Consider a simultaneous equations model used in the Monte Carlo experiments of Hong and Tamer (2003): Y = Xβ + Z ′1γ + U, U = φ(Z1)Ũ , X = µ + Z ′π + V, where φ(z1) is a function of z1, Ũ and V are independent of Z and are drawn from a…”
On the Performance of Some Robust Instrumental Variables Estimators (2004, background): “Hong and Tamer (2003) presented a detailed discussion of conditionsunder which quantile regression models with endogeneity are identi ed.”
Inference on endogenously censored regression models using conditional moment inequalities (2009, methodology): “For fixed censoring models, instrumental variable approaches have been proposed in Hong and Tamer (2003) and Lewbel (2000), whereas a control function approach has been proposed in ?, Blundell and Powell (2004), ?, for nonlinear models including censored regression.”
Censored regression quantiles with endogenous regressors (2007, background): “…of coefficients for linear models with endogenous regressors, including those by Chernozhukov and Hansen (2005, 2006) and Sawata (2005); however, as Hong and Tamer (2003) demonstrate, identification of b0 under this weaker restriction involves strong conditions on the regressors and instruments…”
Instrumental Variable Quantile Estimation of Spatial Autoregressive Models (2007, background): “See Hong and Tamer (2003) for detailed discussions on conditions under which quantile regression models with endogeneity are identified. In the study of spatial discrete-choice models, Pinkse and Slade (1998) made a similar assumption, and Pinkse et al.”