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Semiparametric efficiency bound for the Type 3 Tobit model under a symmetry restriction

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  • Songnian Chen

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  • Songnian Chen, 1996. "Semiparametric efficiency bound for the Type 3 Tobit model under a symmetry restriction," Economics Letters, Elsevier, vol. 50(2), pages 161-167, February.
    • Handle: RePEc:eee:ecolet:v:50:y:1996:i:2:p:161-167
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    References listed on IDEAS

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    1. Chamberlain, Gary, 1986. "Asymptotic efficiency in semi-parametric models with censoring," Journal of Econometrics, Elsevier, vol. 32(2), pages 189-218, July.
    2. Chen, Songnian, 1994. "Semiparametric median estimation of the Type 3 Tobit model," Economics Letters, Elsevier, vol. 44(4), pages 349-352, April.
    3. Barnett,William A. & Powell,James & Tauchen,George E. (ed.), 1991. "Nonparametric and Semiparametric Methods in Econometrics and Statistics," Cambridge Books, Cambridge University Press, number 9780521424318, October.
    4. Heckman, James J, 1974. "Shadow Prices, Market Wages, and Labor Supply," Econometrica, Econometric Society, vol. 42(4), pages 679-694, July.
    5. Newey, Whitney K, 1990. "Semiparametric Efficiency Bounds," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 5(2), pages 99-135, April-Jun.
    6. Barnett,William A. & Powell,James & Tauchen,George E. (ed.), 1991. "Nonparametric and Semiparametric Methods in Econometrics and Statistics," Cambridge Books, Cambridge University Press, number 9780521370905, October.
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    Cited by:

    1. Liangjun Su & Sainan Jin, 2005. "A Bootstrap Test for Conditional Symmetry," Annals of Economics and Finance, Society for AEF, vol. 6(2), pages 251-261, November.

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