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James L. Powell

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Bryan S. Graham & Fengshi Niu & James L. Powell, 2020. "Minimax Risk and Uniform Convergence Rates for Nonparametric Dyadic Regression," Papers 2012.08444, arXiv.org, revised Mar 2021.

    Cited by:

    1. Okuno, Akifumi & Yano, Keisuke, 2023. "Dependence of variance on covariate design in nonparametric link regression," Statistics & Probability Letters, Elsevier, vol. 193(C).
    2. Konrad Menzel, 2023. "Transfer Estimates for Causal Effects across Heterogeneous Sites," Papers 2305.01435, arXiv.org, revised May 2024.
    3. Graham, Bryan S. & Niu, Fengshi & Powell, James L., 2024. "Kernel density estimation for undirected dyadic data," Journal of Econometrics, Elsevier, vol. 240(2).

  2. Xiaohong Chen & Demian Pouzo & James L. Powell, 2019. "Penalized Sieve GEL for Weighted Average Derivatives of Nonparametric Quantile IV Regressions," Papers 1902.10100, arXiv.org.

    Cited by:

    1. Jiafeng Chen & Xiaohong Chen & Elie Tamer, 2021. "Efficient Estimation in NPIV Models: A Comparison of Various Neural Networks-Based Estimators," Papers 2110.06763, arXiv.org, revised Oct 2022.
    2. Chen, Jiafeng & Chen, Xiaohong & Tamer, Elie, 2023. "Efficient estimation of average derivatives in NPIV models: Simulation comparisons of neural network estimators," Journal of Econometrics, Elsevier, vol. 235(2), pages 1848-1875.

  3. Bryan S. Graham & Fengshi Niu & James L. Powell, 2019. "Kernel Density Estimation for Undirected Dyadic Data," Papers 1907.13630, arXiv.org.

    Cited by:

    1. Luis E. Candelaria, 2020. "A Semiparametric Network Formation Model with Unobserved Linear Heterogeneity," Papers 2007.05403, arXiv.org, revised Aug 2020.
    2. Candelaria, Luis E., 2020. "A Semiparametric Network Formation Model with Unobserved Linear Heterogeneity," The Warwick Economics Research Paper Series (TWERPS) 1279, University of Warwick, Department of Economics.
    3. Harold D Chiang & Yukitoshi Matsushita & Taisuke Otsu, 2021. "Multiway empirical likelihood," Papers 2108.04852, arXiv.org, revised Aug 2024.
    4. Bryan S. Graham & Fengshi Niu & James L. Powell, 2021. "Minimax Risk and Uniform Convergence Rates for Nonparametric Dyadic Regression," NBER Working Papers 28548, National Bureau of Economic Research, Inc.
    5. Bryan S. Graham, 2019. "Network Data," Papers 1912.06346, arXiv.org.
    6. Harold D Chiang & Yukitoshi Matsushita & Taisuke Otsu, 2021. "Multiway empirical likelihood," STICERD - Econometrics Paper Series 617, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    7. Bryan S. Graham, 2019. "Dyadic Regression," Papers 1908.09029, arXiv.org.
    8. Harold D Chiang & Yukun Ma & Joel Rodrigue & Yuya Sasaki, 2021. "Dyadic double/debiased machine learning for analyzing determinants of free trade agreements," Papers 2110.04365, arXiv.org, revised Dec 2022.
    9. Bryan S. Graham, 2020. "Sparse network asymptotics for logistic regression," Papers 2010.04703, arXiv.org.
    10. Harold D. Chiang & Bing Yang Tan, 2020. "Empirical likelihood and uniform convergence rates for dyadic kernel density estimation," Papers 2010.08838, arXiv.org, revised May 2022.
    11. Bryan S. Graham, 2019. "Network Data," CeMMAP working papers CWP71/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

  4. Bryan S. Graham & Jinyong Hahn & Alexandre Poirier & James L. Powell, 2016. "A quantile correlated random coefficients panel data model," CeMMAP working papers 34/16, Institute for Fiscal Studies.

    Cited by:

    1. Victor Chernozhukov & Ivan Fernandez-Val & Martin Weidner, 2020. "Network and Panel Quantile Effects Via Distribution Regression," CeMMAP working papers CWP27/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    2. Younes Ben Zaied & Béchir Ben Lahouel, 2021. "Does environmental CSR performance matter for corporate financial performance? Evidence from panel quantile regression," Economics Bulletin, AccessEcon, vol. 41(3), pages 938-951.
    3. Liang Chen & Yulong Huo, 2019. "A Simple Estimator for Quantile Panel Data Models Using Smoothed Quantile Regressions," Papers 1911.04729, arXiv.org.
    4. Jungmo Yoon & Antonio F. Galvao, 2020. "Cluster robust covariance matrix estimation in panel quantile regression with individual fixed effects," Quantitative Economics, Econometric Society, vol. 11(2), pages 579-608, May.
    5. Fateh Belaïd & Ahmed Elsayed & Anis Omri, 2021. "Key drivers of renewable energy deployment in the MENA Region: Empirical evidence using panel quantile regression," Post-Print hal-03272568, HAL.
    6. Ming Li, 2021. "Identification and Estimation in a Time-Varying Endogenous Random Coefficient Panel Data Model," Papers 2110.00982, arXiv.org, revised Nov 2024.
    7. Liang Chen, 2019. "Nonparametric Quantile Regressions for Panel Data Models with Large T," Papers 1911.01824, arXiv.org, revised Sep 2020.
    8. Xin Liu, 2024. "A quantile-based nonadditive fixed effects model," Papers 2405.03826, arXiv.org.
    9. Bryan S. Graham & Jinyong Hahn & Alexandre Poirier & James L. Powell, 2016. "A quantile correlated random coefficients panel data model," CeMMAP working papers 34/16, Institute for Fiscal Studies.
    10. Fateh Belaid & Ahmed H. Elsayed, 2019. "What drives renewable energy production in MENA Region? Investigating the roles of political stability, governance and financial sector," Working Papers 1322, Economic Research Forum, revised 21 Aug 2019.
    11. Georges Bresson & Guy Lacroix & Mohammad Arshad Rahman, 2021. "Bayesian panel quantile regression for binary outcomes with correlated random effects: an application on crime recidivism in Canada," Empirical Economics, Springer, vol. 60(1), pages 227-259, January.
    12. Panagiotidis, Theodore & Printzis, Panagiotis, 2021. "Investment and uncertainty: Are large firms different from small ones?," Journal of Economic Behavior & Organization, Elsevier, vol. 184(C), pages 302-317.
    13. Patrick Kline & Raffaele Saggio & Mikkel S{o}lvsten, 2018. "Leave-out estimation of variance components," Papers 1806.01494, arXiv.org, revised Aug 2019.
    14. Galvao, Antonio F. & Gu, Jiaying & Volgushev, Stanislav, 2020. "On the unbiased asymptotic normality of quantile regression with fixed effects," Journal of Econometrics, Elsevier, vol. 218(1), pages 178-215.
    15. Yonggang Ji & Haifang Shi, 2020. "Bayesian variable selection in linear quantile mixed models for longitudinal data with application to macular degeneration," PLOS ONE, Public Library of Science, vol. 15(10), pages 1-34, October.
    16. Xiao, Zhijie & Xu, Lan, 2019. "What do mean impacts miss? Distributional effects of corporate diversification," Journal of Econometrics, Elsevier, vol. 213(1), pages 92-120.
    17. Louise Laage, 2020. "A Correlated Random Coefficient Panel Model with Time-Varying Endogeneity," Papers 2003.09367, arXiv.org, revised Nov 2022.
    18. Alexandre Belloni & Mingli Chen & Oscar Hernan Madrid Padilla & Zixuan & Wang, 2019. "High Dimensional Latent Panel Quantile Regression with an Application to Asset Pricing," Papers 1912.02151, arXiv.org, revised Aug 2022.
    19. Lethiwe Nzama & Thanda Sithole & Sezer Bozkus Kahyaoglu, 2022. "The Impact of Government Effectiveness on Trade and Financial Openness: The Generalized Quantile Panel Regression Approach," JRFM, MDPI, vol. 16(1), pages 1-20, December.
    20. Jaepil Han, 2020. "Identifying the effects of technology transfer policy using a quantile regression: the case of South Korea," The Journal of Technology Transfer, Springer, vol. 45(6), pages 1690-1717, December.
    21. Jennifer Betz & Maximilian Nagl & Daniel Rösch, 2022. "Credit line exposure at default modelling using Bayesian mixed effect quantile regression," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 185(4), pages 2035-2072, October.
    22. Sungwon Lee, 2020. "Nonparametric Identification and Estimation of Panel Quantile Models with Sample Selection," Working Papers 2012, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy).
    23. Baruník, Jozef & Čech, František, 2021. "Measurement of common risks in tails: A panel quantile regression model for financial returns," Journal of Financial Markets, Elsevier, vol. 52(C).
    24. Asfaw, Solomon & Pallante, Giacomo & Palma, Alessandro, 2020. "Distributional impacts of soil erosion on agricultural productivity and welfare in Malawi," Ecological Economics, Elsevier, vol. 177(C).

  5. Bryan S. Graham & Jinyong Hahn & Alexandre Poirier & James L. Powell, 2015. "Quantile regression with panel data," CeMMAP working papers 12/15, Institute for Fiscal Studies.

    Cited by:

    1. Victor Chernozhukov & Ivan Fernandez-Val & Martin Weidner, 2020. "Network and Panel Quantile Effects Via Distribution Regression," CeMMAP working papers CWP27/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    2. Jorge E. Galán, 2020. "The benefits are at the tail: uncovering the impact of macroprudential policy on growth-at-risk," Working Papers 2007, Banco de España.
    3. Manuel Arellano & Stéphane Bonhomme, 2015. "Nonlinear panel data estimation via quantile regressions," CeMMAP working papers CWP40/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    4. Pietro Santoleri, 2020. "Innovation and job creation in (high-growth) new firms," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 29(3), pages 731-756.
    5. Sandra Kendo & Josephine Tchakounte, 2022. "Impact of asset size on performance and outreach using panel quantile regression with non-additive fixed effects," Empirical Economics, Springer, vol. 62(1), pages 65-92, January.
    6. Borsati, Mattia & Nocera, Silvio & Percoco, Marco, 2022. "Questioning the spatial association between the initial spread of COVID-19 and transit usage in Italy," Research in Transportation Economics, Elsevier, vol. 95(C).
    7. Klayme, Tania & Gokmenoglu, Korhan K. & Rustamov, Bezhan, 2023. "Economic policy uncertainty, COVID-19 and corporate investment: Evidence from the gold mining industry," Resources Policy, Elsevier, vol. 85(PA).
    8. Roula Inglesi-Lotz & Anna Maria Oosthuizen & Sharifa Jumaniyazova & Bekhzod Kuziboev & Jie Liu, 2024. "Exploring the Impact of Women Governance on CO2 Emissions in the European Union and Central Asia," International Journal of Energy Economics and Policy, Econjournals, vol. 14(3), pages 639-646, May.
    9. George S. Atsalakis & Elie Bouri & Fotios Pasiouras, 2021. "Natural disasters and economic growth: a quantile on quantile approach," Annals of Operations Research, Springer, vol. 306(1), pages 83-109, November.
    10. Talan, Amogh & Rao, Amar & Sharma, Gagan Deep & Apostu, Simona-Andreea & Abbas, Shujaat, 2023. "Transition towards clean energy consumption in G7: Can financial sector, ICT and democracy help?," Resources Policy, Elsevier, vol. 82(C).
    11. Callaway, Brantly & Li, Tong & Oka, Tatsushi, 2018. "Quantile treatment effects in difference in differences models under dependence restrictions and with only two time periods," Journal of Econometrics, Elsevier, vol. 206(2), pages 395-413.
    12. Frantisek Cech & Jozef Barunik, 2017. "Measurement of Common Risk Factors: A Panel Quantile Regression Model for Returns," Working Papers IES 2017/20, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2017.
    13. Kendo, Sandra & Tchakounte, Josephine, 2022. "The drivers of the financial integration of microfinance Institutions: Do financial development, agency costs and microfinance performance matter?," The Quarterly Review of Economics and Finance, Elsevier, vol. 84(C), pages 128-142.
    14. Wei Feng & Yanrui Wu & Yue Fu, 2021. "Dialect Diversity and Foreign Direct Investment in China," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 29(2), pages 49-72, March.
    15. Yuya Sasaki & Takuya Ura, 2021. "Slow Movers in Panel Data," Papers 2110.12041, arXiv.org.
    16. Yanay Farja & Avi Tillman & Ori Zax, 2022. "The Gender Gap: Looking at the Entire Distribution," Journal of Interdisciplinary Economics, , vol. 34(1), pages 51-68, January.
    17. Sandra Kendo & Josephine Tchakounte, 2022. "The drivers of the financial integration of microfinance Institutions: Do financial development, agency costs and microfinance performance matter?," Post-Print hal-04529938, HAL.
    18. Kusiyah Kusiyah & Mansoor Mushtaq & Shabbir Ahmed & Ansar Abbas & Mochammad Fahlevi, 2024. "Impact of Urbanization on Environmental Eminence: Moderating Role of Renewable Energy," International Journal of Energy Economics and Policy, Econjournals, vol. 14(2), pages 244-257, March.

  6. Bryan S. Graham & James Powell, 2008. "Identification and Estimation of 'Irregular' Correlated Random Coefficient Models," NBER Working Papers 14469, National Bureau of Economic Research, Inc.

    Cited by:

    1. Khan, Shakeeb & Ponomareva, Maria & Tamer, Elie, 2016. "Identification of panel data models with endogenous censoring," Journal of Econometrics, Elsevier, vol. 194(1), pages 57-75.
    2. Rosen, Adam M., 2012. "Set identification via quantile restrictions in short panels," Journal of Econometrics, Elsevier, vol. 166(1), pages 127-137.
    3. Hoderlein, Stefan & White, Halbert, 2012. "Nonparametric identification in nonseparable panel data models with generalized fixed effects," Journal of Econometrics, Elsevier, vol. 168(2), pages 300-314.
    4. Manuel Arellano & Stéphane Bonhomme, 2009. "Identifying Distributional Characteristics in Random Coefficients Panel Data Models," Working Papers wp2009_0904, CEMFI.
    5. Stefan Hoderlein & Yuya Sasaki, 2011. "On the role of time in nonseparable panel data models," CeMMAP working papers CWP15/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    6. Victor Chernozhukov & Ivan Fernandez-Val & Jinyong Hahn & Whitney Newey, 2009. "Identification and Estimation of Marginal Effects in Nonlinear Panel Models," Boston University - Department of Economics - Working Papers Series wp2009-b, Boston University - Department of Economics.
    7. Stefan Hoderlein & Robert Sherman, 2012. "Identification and estimation in a correlated random coefficients binary response model," CeMMAP working papers 42/12, Institute for Fiscal Studies.

  7. Richard Blundell & James L. Powell, 2001. "Endogeneity in semiparametric binary response models," CeMMAP working papers 05/01, Institute for Fiscal Studies.

    Cited by:

    1. Matias D. Cattaneo & Max H. Farrell & Michael Jansson & Ricardo Masini, 2022. "Higher-order Refinements of Small Bandwidth Asymptotics for Density-Weighted Average Derivative Estimators," Papers 2301.00277, arXiv.org, revised Feb 2024.
    2. Walter Beckert, 2020. "A Note on Specification Testing in Some Structural Regression Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 82(3), pages 686-695, June.
    3. Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2011. "Semiparametric estimation with generated covariates," SFB 649 Discussion Papers 2011-064, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    4. Heckman, James J., 2010. "The Assumptions Underlying Evaluation Estimators," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 30(2), December.
    5. Victor Chernozhukov & Ivan Fernandez-Val & Amanda Kowalski, 2011. "Quantile regression with censoring and endogeneity," CeMMAP working papers CWP20/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    6. Cheng Keat Tang & Jos van Ommeren, 2020. "Accident Externality of Driving: Evidence from the London Congestion Charge," Tinbergen Institute Discussion Papers 20-080/VIII, Tinbergen Institute.
    7. Changhui Kang & Myoung-jae Lee, 2009. "Performance of Various Estimators for Censored Response Models with Endogenous Regressors," Discussion Paper Series 0905, Institute of Economic Research, Korea University.
    8. Richard Blundell & Monica Costa Dias, 2009. "Alternative Approaches to Evaluation in Empirical Microeconomics," Journal of Human Resources, University of Wisconsin Press, vol. 44(3).
    9. Walter Beckert & Elaine Kelly, 2021. "Divided by choice? For‐profit providers, patient choice and mechanisms of patient sorting in the English National Health Service," Health Economics, John Wiley & Sons, Ltd., vol. 30(4), pages 820-839, April.
    10. Michela Bia & Martin Huber & Luk'av{s} Laff'ers, 2020. "Double machine learning for sample selection models," Papers 2012.00745, arXiv.org, revised Jul 2021.
    11. Victor Chernozhukov & Ivan Fernandez-Val & Whitney K. Newey & Sami Stouli & Francis Vella, 2017. "Semiparametric estimation of structural functions in nonseparable triangular models," CeMMAP working papers 48/17, Institute for Fiscal Studies.
    12. Daniel McFadden, 2014. "The new science of pleasure: consumer choice behavior and the measurement of well-being," Chapters, in: Stephane Hess & Andrew Daly (ed.), Handbook of Choice Modelling, chapter 2, pages 7-48, Edward Elgar Publishing.
    13. Gayle, Wayne-Roy, 2013. "Identification and N-consistent estimation of a nonlinear panel data model with correlated unobserved effects," Journal of Econometrics, Elsevier, vol. 175(2), pages 71-83.
    14. Woocheol Kim, 2004. "Identification And Estimation Of Nonparametric Structural," Econometric Society 2004 Far Eastern Meetings 733, Econometric Society.
    15. Misraku Molla Ayalew & Zhang Xianzhi & Yidersal Dagnaw Dinberu & Demis Hailegebreal Hailu, 2020. "The Determinants of Firm’s Innovation in Africa," Journal of Industry, Competition and Trade, Springer, vol. 20(3), pages 527-567, September.
    16. de Grange, Louis & González, Felipe & Marechal, Matthieu & Troncoso, Rodrigo, 2024. "Estimating multinomial logit models with endogenous variables: Control function versus two adapted approaches," Transportation Research Part A: Policy and Practice, Elsevier, vol. 183(C).
    17. Nguezet, Paul Martin Dontsop & Diagne, Aliou & Okoruwa, Victor Olusegun & Ojehomon, Vivian, 2011. "Impact of Improved Rice Technology (NERICA varieties) on Income and Poverty among Rice Farming Households in Nigeria: A Local Average Treatment Effect (LATE) Approach," Quarterly Journal of International Agriculture, Humboldt-Universitaat zu Berlin, vol. 50(3), pages 1-25.
    18. Sault, Joanne & Toivanen, Otto & Waterson, Michael, 2002. "Fast Food - the early years : Geography and the growth of a chain-store in the UK," The Warwick Economics Research Paper Series (TWERPS) 655, University of Warwick, Department of Economics.
    19. Yingying Dong & Arthur Lewbel, 2015. "A Simple Estimator for Binary Choice Models with Endogenous Regressors," Econometric Reviews, Taylor & Francis Journals, vol. 34(1-2), pages 82-105, February.
    20. Koen Jochmans, 2015. "Multiplicative-error models with sample selection," SciencePo Working papers Main hal-03392990, HAL.
    21. Amsler, Christine & Artem, Prokhorov & Peter, Schmidt, 2015. "Endogeneity in Stochastic Frontier Models," Working Papers 2015-01, University of Sydney Business School, Discipline of Business Analytics.
    22. Klein, Roger & Shen, Chan & Vella, Francis, 2015. "Estimation of marginal effects in semiparametric selection models with binary outcomes," Journal of Econometrics, Elsevier, vol. 185(1), pages 82-94.
    23. Matthew A. Masten & Alexandre Poirier, 2018. "Interpreting Quantile Independence," Papers 1804.10957, arXiv.org.
    24. Hahn, Jinyong & Liao, Zhipeng & Ridder, Geert & Shi, Ruoyao, 2023. "The influence function of semiparametric two-step estimators with estimated control variables," Economics Letters, Elsevier, vol. 231(C).
    25. Koen Jochmans, 2013. "Pairwise-comparison estimation with non-parametric controls," SciencePo Working papers Main hal-03399882, HAL.
    26. Zhang, Zhengyu & He, Xiaobo, 2012. "Estimation of a heteroscedastic binary choice model with an endogenous dummy regressor," Economics Letters, Elsevier, vol. 117(3), pages 753-757.
    27. Lewbel, Arthur, 2007. "Endogenous selection or treatment model estimation," Journal of Econometrics, Elsevier, vol. 141(2), pages 777-806, December.
    28. Jordan Louviere & Kenneth Train & Moshe Ben-Akiva & Chandra Bhat & David Brownstone & Trudy Cameron & Richard Carson & J. Deshazo & Denzil Fiebig & William Greene & David Hensher & Donald Waldman, 2005. "Recent Progress on Endogeneity in Choice Modeling," Marketing Letters, Springer, vol. 16(3), pages 255-265, December.
    29. Dong, Yingying, 2010. "Endogenous regressor binary choice models without instruments, with an application to migration," Economics Letters, Elsevier, vol. 107(1), pages 33-35, April.
    30. William Liu, 2023. "A Theory Guide to Using Control Functions to Instrument Hazard Models," Papers 2312.03165, arXiv.org.
    31. Giuseppe Migali & Ian Walker, 2011. "Estimates of the causal effects of education on earnings over the lifecycle with cohort effects and endogenous education," Working Papers 2248796, Lancaster University Management School, Economics Department.
    32. Roychoudhury, Saurav & Bhowmik, Anuj & Chattopadhyay, Srobonti, 2015. "Innovation, Governance and Competition," MPRA Paper 61557, University Library of Munich, Germany.
    33. Schwiebert, Jörg, 2012. "Semiparametric Estimation of a Sample Selection Model in the Presence of Endogeneity," Hannover Economic Papers (HEP) dp-504, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    34. Griffith, Rachel & O'Connell, Martin & Smith, Kate, 2020. "Price floors and externality correction," CEPR Discussion Papers 15476, C.E.P.R. Discussion Papers.
    35. Maurer, Jürgen, 2009. "Who has a clue to preventing the flu? Unravelling supply and demand effects on the take-up of influenza vaccinations," Journal of Health Economics, Elsevier, vol. 28(3), pages 704-717, May.
    36. Cavit Pakel & Martin Weidner, 2023. "Bounds on Average Effects in Discrete Choice Panel Data Models," Papers 2309.09299, arXiv.org, revised May 2024.
    37. Manuel Denzer, 2019. "Estimating Causal Effects in Binary Response Models with Binary Endogenous Explanatory Variables - A Comparison of Possible Estimators," Working Papers 1916, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz.
    38. Richard Bluhm & Denis de Crombrugghe & Adam Szirmai, 2016. "Poverty Accounting. A fractional response approach to poverty decomposition," Working Papers 413, ECINEQ, Society for the Study of Economic Inequality.
    39. Richard Bluhm & Martin Gassebner & Sarah Langlotz & Paul Schaudt, 2016. "Fueling Conflict? (De)Escalation and Bilateral Aid," CESifo Working Paper Series 6125, CESifo.
    40. Lee C. Adkins, 2008. "Small Sample Performance of Instrumental Variables Probit Estimators: A Monte Carlo Investigation," Economics Working Paper Series 0807, Oklahoma State University, Department of Economics and Legal Studies in Business.
    41. Costas Meghir & Steven Rivkin, 2010. "Econometric methods for research in education," IFS Working Papers W10/10, Institute for Fiscal Studies.
    42. Lewbel, Arthur & Linton, Oliver, 2003. "Nonparametric estimation of homothetic and homothetically separable functions," LSE Research Online Documents on Economics 2066, London School of Economics and Political Science, LSE Library.
    43. Arthur Lewbel & Krishna Pendakur, 2017. "Unobserved Preference Heterogeneity in Demand Using Generalized Random Coefficients," Journal of Political Economy, University of Chicago Press, vol. 125(4), pages 1100-1148.
    44. Fournel, Jean-François, 2023. "Electric Vehicle Subsidies: Cost-Effectiveness and Emission Reductions," TSE Working Papers 23-1465, Toulouse School of Economics (TSE).
    45. Keay, Myoung-Jin, 2016. "Partial copula methods for models with multiple discrete endogenous explanatory variables and sample selection," Economics Letters, Elsevier, vol. 144(C), pages 85-87.
    46. Andrew Chesher & Konrad Smolinski, 2010. "Sharp identified sets for discrete variable IV models," CeMMAP working papers CWP11/10, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    47. Magnac, Thierry & Maurin, Eric, 2007. "Identification and information in monotone binary models," Journal of Econometrics, Elsevier, vol. 139(1), pages 76-104, July.
    48. Yixiao Jiang, 2021. "Semiparametric Estimation of a Corporate Bond Rating Model," Econometrics, MDPI, vol. 9(2), pages 1-20, May.
    49. Hoderlein, Stefan & White, Halbert, 2012. "Nonparametric identification in nonseparable panel data models with generalized fixed effects," Journal of Econometrics, Elsevier, vol. 168(2), pages 300-314.
    50. Griffith, Rachel & O’Connell, Martin & Smith, Kate, 2019. "Tax design in the alcohol market," Journal of Public Economics, Elsevier, vol. 172(C), pages 20-35.
    51. Semykina, Anastasia & Xie, Yimeng & Yang, Cynthia Fan & Zhou, Qiankun, 2024. "Semiparametric least squares estimation of binary choice panel data models with endogeneity," Economic Modelling, Elsevier, vol. 132(C).
    52. Arthur Lewbel & Yingying Dong & Thomas Tao Yang, 2012. "Comparing features of convenient estimators for binary choice models with endogenous regressors," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 45(3), pages 809-829, August.
    53. Echeverría, Lucía, 2020. "Modelos colectivos de consumo y distribución intra-hogar. Teoría y aplicaciones," Nülan. Deposited Documents 3832, Universidad Nacional de Mar del Plata, Facultad de Ciencias Económicas y Sociales, Centro de Documentación.
    54. Paul Clarke & Frank Windmeijer, 2010. "Instrumental Variable Estimators for Binary Outcomes," The Centre for Market and Public Organisation 10/239, The Centre for Market and Public Organisation, University of Bristol, UK.
    55. Partha Deb & Christian A. Gregory, 2016. "Who Benefits Most from SNAP? A Study of Food Security and Food Spending," NBER Working Papers 22977, National Bureau of Economic Research, Inc.
    56. Ruoyao Shi, 2021. "An Averaging Estimator for Two Step M Estimation in Semiparametric Models," Working Papers 202105, University of California at Riverside, Department of Economics.
    57. Guido Imbens & Jeffrey M. Wooldridge, 2008. "Recent developments in the econometrics of program evaluation," CeMMAP working papers CWP24/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    58. Walter Beckert, 2019. "A Note on Specification Testing in Some Structural Regression Models," CeMMAP working papers CWP22/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    59. Walter Beckert, 2018. "A Note on Specification Testing in Some Structural Regression Models," Birkbeck Working Papers in Economics and Finance 1809, Birkbeck, Department of Economics, Mathematics & Statistics.
    60. Mochen Yang & Edward McFowland & Gordon Burtch & Gediminas Adomavicius, 2022. "Achieving Reliable Causal Inference with Data-Mined Variables: A Random Forest Approach to the Measurement Error Problem," INFORMS Joural on Data Science, INFORMS, vol. 1(2), pages 138-155, October.
    61. Wilde, Joachim, 2005. "A note on GMM-estimation of probit models with endogenous regressors," IWH Discussion Papers 4/2005, Halle Institute for Economic Research (IWH).
    62. Engelhardt, Gary V. & Kumar, Anil, 2007. "Employer matching and 401(k) saving: Evidence from the health and retirement study," Journal of Public Economics, Elsevier, vol. 91(10), pages 1920-1943, November.
    63. Lucía Echeverria & Martina Menon & Federico Perali & Miriam Berges, 2019. "Intra-Household Inequality and Child Welfare in Argentina," CEDLAS, Working Papers 0241, CEDLAS, Universidad Nacional de La Plata.
    64. Jürgen Maurer & Roger Klein & Francis Vella, 2008. "Subjective Health Assessments and Active Labor Market Participation of Older Men: Evidence from a Semiparametric Binary Choice Model with Nonadditive Correlated Individualspecific Effects," MEA discussion paper series 08169, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
    65. Brambilla, Irene, 2009. "Multinationals, technology, and the introduction of varieties of goods," Journal of International Economics, Elsevier, vol. 79(1), pages 89-101, September.
    66. Gold, Robert & Dippel, Christian & Heblich, Stephan & Pinto, Rodrigo, 2017. "Instrumental Variables and Causal Mechanisms: Unpacking the Effect of Trade on Workers and Voters," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168152, Verein für Socialpolitik / German Economic Association.
    67. Chesher, Andrew, 2013. "Semiparametric Structural Models Of Binary Response: Shape Restrictions And Partial Identification," Econometric Theory, Cambridge University Press, vol. 29(2), pages 231-266, April.
    68. Renata Bottazzi, 2004. "Labour market participation and mortgage related borrowing constraints," IFS Working Papers W04/09, Institute for Fiscal Studies.
    69. Schwiebert, Jörg, 2012. "Semiparametric Estimation of a Binary Choice Model with Sample Selection," Hannover Economic Papers (HEP) dp-505, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
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    210. Aradillas-Lopez, Andres, 2024. "Inference in models with partially identified control functions," Journal of Econometrics, Elsevier, vol. 238(1).
    211. Susanne Berger & Herbert Stocker & Achim Zeileis, 2017. "Innovation and institutional ownership revisited: an empirical investigation with count data models," Empirical Economics, Springer, vol. 52(4), pages 1675-1688, June.
    212. Tim V. Eaton & John R. Nofsinger & Abhishek Varma, 2014. "Institutional Investor Ownership and Corporate Pension Transparency," Financial Management, Financial Management Association International, vol. 43(3), pages 603-630, September.
    213. Jason Abrevaya & Yu-Chin Hsu, 2021. "Partial effects in non-linear panel data models with correlated random effects," The Econometrics Journal, Royal Economic Society, vol. 24(3), pages 519-535.
    214. Zaghdoudi, Taha, 2014. "ivporbit:An R package to estimate the probit model with continuous endogenous regressors," MPRA Paper 72383, University Library of Munich, Germany.
    215. Jean-Pierre H. Dubé & Ali Hortaçsu & Joonhwi Joo, 2020. "Random-Coefficients Logit Demand Estimation with Zero-Valued Market Shares," NBER Working Papers 26795, National Bureau of Economic Research, Inc.
    216. Grossi, Luigi & Heim, Sven & Waterson, Michael, 2017. "The impact of the German response to the Fukushima earthquake," Energy Economics, Elsevier, vol. 66(C), pages 450-465.
    217. Sung Jae Jun & Joris Pinkse & Haiqing Xu & Neşe Yıldız, 2016. "Multiple Discrete Endogenous Variables in Weakly-Separable Triangular Models," Econometrics, MDPI, vol. 4(1), pages 1-21, February.
    218. Matzkin, Rosa L., 2012. "Identification in nonparametric limited dependent variable models with simultaneity and unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 166(1), pages 106-115.
    219. Karaca-Mandic, Pinar, 2003. "Network Effects in Technology Adoption: The Case of DVD Players," Department of Economics, Working Paper Series qt3zj05321, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
    220. Heinrich Hock & Delia Furtado, 2009. "Female Work and Fertility in the United States: Effects of Low-Skilled Immigrant Labor," Working papers 2009-20, University of Connecticut, Department of Economics.
    221. Nail Kashaev, 2022. "Identification and Estimation of Multinomial Choice Models with Latent Special Covariates," University of Western Ontario, Departmental Research Report Series 20224, University of Western Ontario, Department of Economics.
    222. Deb, Partha & Gregory, Christian A., 2018. "Heterogeneous impacts of the Supplemental Nutrition Assistance Program on food insecurity," Economics Letters, Elsevier, vol. 173(C), pages 55-60.
    223. Arthur Lewbel & Yingying Dong & Thomas Tao Yang, 2012. "Viewpoint: Comparing features of convenient estimators for binary choice models with endogenous regressors," Canadian Journal of Economics, Canadian Economics Association, vol. 45(3), pages 809-829, August.
    224. Dolores Añon Higón & Juan A. Daniel Bonvin, 2023. "Do digitalization spurs SMEs’ participation in foreign markets?," Working Papers 2307, Department of Applied Economics II, Universidad de Valencia.
    225. Jean-Pierre Dubé & Ali Hortaçsu & Joonhwi Joo, 2021. "Random-Coefficients Logit Demand Estimation with Zero-Valued Market Shares," Marketing Science, INFORMS, vol. 40(4), pages 637-660, July.
    226. Henry, Ruby, 2009. "Does Racism Affect a Migrant's Choice of Destination?," IZA Discussion Papers 4349, Institute of Labor Economics (IZA).
    227. Irene Botosaru & Chris Muris, 2022. "Identification of time-varying counterfactual parameters in nonlinear panel models," Papers 2212.09193, arXiv.org, revised Nov 2023.
    228. Amil Petrin & Kenneth Train, 2003. "Omitted Product Attributes in Discrete Choice Models," NBER Working Papers 9452, National Bureau of Economic Research, Inc.
    229. Liu, Hongju & Pancras, Joseph & Houtz, Malcolm, 2015. "Managing Customer Acquisition Risk Using Co-operative Databases," Journal of Interactive Marketing, Elsevier, vol. 29(C), pages 39-56.
    230. Guo, Jing & Wang, Lei & Zhang, Zhengyu, 2022. "Identification and estimation of a heteroskedastic censored regression model with random coefficient dummy endogenous regressors," Economic Modelling, Elsevier, vol. 110(C).
    231. Elia Lapenta, 2022. "A Bootstrap Specification Test for Semiparametric Models with Generated Regressors," Papers 2212.11112, arXiv.org, revised Oct 2023.
    232. Dimitris Bertsimas & Michael Lingzhi Li, 2022. "Stochastic Cutting Planes for Data-Driven Optimization," INFORMS Journal on Computing, INFORMS, vol. 34(5), pages 2400-2409, September.
    233. Wei Chen & Fujie Jin & Ling Xue, 2022. "Flourish or Perish? The Impact of Technological Acquisitions on Contributions to Open-Source Software," Information Systems Research, INFORMS, vol. 33(3), pages 867-886, September.

  8. Richard Blundell & James L. Powell, 2001. "Endogeneity in nonparametric and semiparametric regression models," CeMMAP working papers 09/01, Institute for Fiscal Studies.

    Cited by:

    1. Richard Blundell & Monica Costa Dias, 2009. "Alternative Approaches to Evaluation in Empirical Microeconomics," Journal of Human Resources, University of Wisconsin Press, vol. 44(3).
    2. Roberto Basile & Alessandro Girardi, 2009. "Specialization and risk sharing: evidence from European regions," ISAE Working Papers 122, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
    3. Lingjie Ma & Roger Koenker, 2004. "Quantile regression methods for recursive structural equation models," CeMMAP working papers CWP01/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    4. Dustmann, Christian & Fabbri, Francesca & Preston, Ian, 2010. "Racial Harassment, Ethnic Concentration and Economic Conditions," IZA Discussion Papers 4885, Institute of Labor Economics (IZA).
    5. Martinez-Sanchis, Elena & Mora, Juan & Kandemir, Ilker, 2012. "Counterfactual distributions of wages via quantile regression with endogeneity," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3212-3229.
    6. Pierre Dubois & Bruno Jullien & Thierry Magnac, 2008. "Formal and Informal Risk Sharing in LDCs: Theory and Empirical Evidence," Econometrica, Econometric Society, vol. 76(4), pages 679-725, July.
    7. Nune Hovhannisyan & Wolfgang Keller, 2015. "International business travel: an engine of innovation?," Journal of Economic Growth, Springer, vol. 20(1), pages 75-104, March.
    8. Schennach, Susanne & White, Halbert & Chalak, Karim, 2012. "Local indirect least squares and average marginal effects in nonseparable structural systems," Journal of Econometrics, Elsevier, vol. 166(2), pages 282-302.
    9. Christian Belzil, 2002. "Unobserved Ability and the Return to schooling++," Post-Print hal-00541872, HAL.
    10. Florens, Jean-Pierre & Heckman, James J. & Meghir, Costas & Vytlacil, Edward, 2003. "Instrumental Variables, Local Instrumental Variables and Control Functions," IDEI Working Papers 249, Institut d'Économie Industrielle (IDEI), Toulouse.
    11. Goux, Dominique & Maurin, Eric, 2005. "The effect of overcrowded housing on children's performance at school," Journal of Public Economics, Elsevier, vol. 89(5-6), pages 797-819, June.
    12. Xiaohong Chen & Markus Reiss, 2007. "On Rate Optimality for Ill-posed Inverse Problems in Econometrics," Cowles Foundation Discussion Papers 1626, Cowles Foundation for Research in Economics, Yale University.
    13. Basile, Roberto & Girardi, Alessandro & Mantuano, Marianna & Pastore, Francesco, 2011. "Sectoral Shifts, Diversification and Regional Unemployment: Evidence from Local Labour Systems in Italy," IZA Discussion Papers 6197, Institute of Labor Economics (IZA).
    14. Kern, Holger & Hainmueller, Jens, 2007. "Opium for the Masses: How Foreign Free Media Can Stabilize Authoritarian Regimes," MPRA Paper 2702, University Library of Munich, Germany.
    15. Maurer, Jürgen, 2009. "Who has a clue to preventing the flu? Unravelling supply and demand effects on the take-up of influenza vaccinations," Journal of Health Economics, Elsevier, vol. 28(3), pages 704-717, May.
    16. Walter Beckert & Kate Collyer, 2016. "Choice in the presence of experts: the role of general practitioners in patients' hospital choice," IFS Working Papers W16/21, Institute for Fiscal Studies.
    17. Philippe Aghion & Nicolas Bloom & Richard Blundell & Rachel Griffith & Peter Howitt, 2002. "Competition and innovation: an inverted U relationship," IFS Working Papers W02/04, Institute for Fiscal Studies.
    18. Patrik Buggenberger & Richard Smith, 2005. "Generalized empirical likelihood tests in time series models with potential identification failure," CeMMAP working papers CWP01/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    19. Vincent Leyaro & Priscilla Twumasi Baffour & Oliver Morrissey & Trudy Owens, 2014. "Determinants of Urban Labour Earnings in Tanzania, 2000/01-06," Discussion Papers 14/03, University of Nottingham, CREDIT.
    20. Das, M., 2005. "Instrumental variables estimators of nonparametric models with discrete endogenous regressors," Journal of Econometrics, Elsevier, vol. 124(2), pages 335-361, February.
    21. Van den Berg, Gerard, 2007. "An Economic Analysis of Exclusion Restrictions for Instrumental Variable Estimation," CEPR Discussion Papers 6157, C.E.P.R. Discussion Papers.
    22. Lewbel, Arthur & Linton, Oliver, 2003. "Nonparametric estimation of homothetic and homothetically separable functions," LSE Research Online Documents on Economics 2066, London School of Economics and Political Science, LSE Library.
    23. Alice Mesnard & Martin Ravallion, 2006. "The Wealth Effect on New Business Startups in a Developing Economy," Economica, London School of Economics and Political Science, vol. 73(291), pages 367-392, August.
    24. Jean-Pierre Florens & Anna Simoni, 2012. "Nonparametric estimation of an instrumental regression: A quasi-Bayesian approach based on regularized posterior," Post-Print hal-00922877, HAL.
    25. Anderson, Simon & Ciliberto, Federico & Liaukonyte, Jura, 2010. "Getting into Your Head(Ache): The Information Content of Advertising in the Over-the-Counter Analgesics Industry," MPRA Paper 24916, University Library of Munich, Germany.
    26. Guasch, J. Luis, 2012. "Robust investment climate effects on alternative firm-level productivity measures," UC3M Working papers. Economics we1201, Universidad Carlos III de Madrid. Departamento de Economía.
    27. Guido W. Imbens & Whitney K. Newey, 2009. "Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity," Econometrica, Econometric Society, vol. 77(5), pages 1481-1512, September.
    28. Måns Söderbom & Francis Teal & Anthony Wambugu & Godius Kahyarara, 2003. "The Dynamics of Returns to Education in Kenyan and Tanzanian Manufacturing," CSAE Working Paper Series 2003-17, Centre for the Study of African Economies, University of Oxford.
    29. Taylor, Luke & Otsu, Taisuke, 2016. "Estimation of nonseparable models with censored dependent variables and endogenous regressors," LSE Research Online Documents on Economics 68678, London School of Economics and Political Science, LSE Library.
    30. Richard Blundell & James L. Powell, 2001. "Endogeneity in semiparametric binary response models," CeMMAP working papers 05/01, Institute for Fiscal Studies.
    31. Roger Klein & Chan Shen, 2015. "Semiparametric Instrumental Variable Estimation in an Endogenous Treatment Model," Departmental Working Papers 201511, Rutgers University, Department of Economics.
    32. Richard Blundell & Martin Browning & Ian Crawford, 2008. "Best Nonparametric Bounds on Demand Responses," Econometrica, Econometric Society, vol. 76(6), pages 1227-1262, November.
    33. Beckert, Walter & Mazzarotto, Nicola, 2010. "Price-concentration analysis in merger cases with differentiated products," Economics Discussion Papers 2010-5, Kiel Institute for the World Economy (IfW Kiel).
    34. Richard Blundell & Xiaohong Chen & Dennis Kristensen, 2003. "Nonparametric IV estimation of shape-invariant Engel curves," CeMMAP working papers CWP15/03, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    35. Stefan Hoderlein & Yuya Sasaki, 2011. "On the role of time in nonseparable panel data models," CeMMAP working papers CWP15/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    36. Guasch, J. Luis, 2008. "Robust methodology for investment climate assessment on productivity: application to investment climate surveys from Central America," UC3M Working papers. Economics we081911, Universidad Carlos III de Madrid. Departamento de Economía.
    37. Andrew Chesher, 2004. "Identification of sensitivity to variation in endogenous variables," CeMMAP working papers 10/04, Institute for Fiscal Studies.
    38. Jürgen Maurer, 2007. "Socioeconomic and Health Determinants of Health Care Utilization Among Elderly Europeans: A Semiparametric Assessment of Equity, Intensity and Responsiveness for Ten European Countries," MEA discussion paper series 07144, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
    39. Philippe Aghion & Richard Blundell & Rachel Griffith & Peter Howitt & Susanne Prantl, 2009. "The Effects of Entry on Incumbent Innovation and Productivity," The Review of Economics and Statistics, MIT Press, vol. 91(1), pages 20-32, February.
    40. Emran,M. Shahe & Shilpi,Forhad J. & Emran,M. Shahe & Shilpi,Forhad J., 2015. "Do land market restrictions hinder structural change in a rural economy ? evidence from Sri Lanka," Policy Research Working Paper Series 7525, The World Bank.
    41. Sokbae (Simon) Lee, 2004. "Endogeneity in quantile regression models: a control function approach," CeMMAP working papers CWP08/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    42. Atella, Vincenzo & Pace, Noemi & Vuri, Daniela, 2008. "Are employers discriminating with respect to weight?: European Evidence using Quantile Regression," Economics & Human Biology, Elsevier, vol. 6(3), pages 305-329, December.
    43. Maurizio Mazzocco & Shiv Saini, 2006. "Testing Efficient Risk Sharing with Heterogeneous Risk Preferences: Semi-parametric Tests with an Application to Village Economies," 2006 Meeting Papers 108, Society for Economic Dynamics.
    44. Andrea Weber & Christine Zulehner, 2009. "Competition and Gender Prejudice: Are Discriminatory Employers Doomed to Fail?," NRN working papers 2009-26, The Austrian Center for Labor Economics and the Analysis of the Welfare State, Johannes Kepler University Linz, Austria.
    45. Del Bono, Emilia & Weber, Andrea, 2006. "Do Wages Compensate for Anticipated Working Time Restrictions? Evidence from Seasonal Employment in Austria," IZA Discussion Papers 2242, Institute of Labor Economics (IZA).
    46. Victor Chernozhukov & Roberto Rigobon & Thomas M. Stoker, 2009. "Set identification with Tobin regressors," CeMMAP working papers CWP12/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    47. Patrick Bajari & C. Lanier Benkard, 2001. "Demand Estimation With Heterogeneous Consumers and Unobserved Product Characteristics: A Hedonic Approach," NBER Technical Working Papers 0272, National Bureau of Economic Research, Inc.
    48. David C. Maré & Andrew Coleman, 2011. "Patterns of business location in Auckland," Working Papers 11_08, Motu Economic and Public Policy Research.
    49. Susanne M. Schennach & Halbert White & Karim Chalak, 2007. "Estimating average marginal effects in nonseparable structural systems," CeMMAP working papers CWP31/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    50. Anil Kumar, 2012. "Nonparametric estimation of the impact of taxes on female labor supply," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(3), pages 415-439, April.
    51. Patrick Bajari & C. Lanier Benkard, 2001. "Demand Estimation With Heterogeneous Consumers and Unobserved Product Characteristics: A Hedonic Approach," Working Papers 01010, Stanford University, Department of Economics.
    52. Jacob N. Arendt, 2002. "Endogeneity and Heterogeneity in LDV Panel Data Models," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 D6-1, International Conferences on Panel Data.
    53. Blundell, Richard & Powell, James L., 2007. "Censored regression quantiles with endogenous regressors," Journal of Econometrics, Elsevier, vol. 141(1), pages 65-83, November.
    54. Levasseur, Pierre, 2017. "The ambiguous causal relationship between body-mass and labour income in emerging economies: The case of Mexico," MPRA Paper 81933, University Library of Munich, Germany.
    55. Anil Kumar, 2004. "Taxes, Deadweight Loss and Intertemporal Female Labor Supply: Evidence from Panel Data," Center for Policy Research Working Papers 61, Center for Policy Research, Maxwell School, Syracuse University.
    56. Bryan S. Graham & James Powell, 2008. "Identification and Estimation of 'Irregular' Correlated Random Coefficient Models," NBER Working Papers 14469, National Bureau of Economic Research, Inc.
    57. David C. Maré & Andrew Coleman, 2011. "Estimating the determinants of population location in Auckland," Working Papers 11_07, Motu Economic and Public Policy Research.
    58. Nail Kashaev & Victor H. Aguiar, 2022. "A Random Attention and Utility Model," University of Western Ontario, Departmental Research Report Series 20223, University of Western Ontario, Department of Economics.
    59. Sylvia Klosin, 2021. "Automatic Double Machine Learning for Continuous Treatment Effects," Papers 2104.10334, arXiv.org.
    60. Joel L. Horowitz & Sokbae Lee, 2007. "Nonparametric Instrumental Variables Estimation of a Quantile Regression Model," Econometrica, Econometric Society, vol. 75(4), pages 1191-1208, July.
    61. Richard Blundell & Lorraine Dearden & Barbara Sianesi, 2003. "Evaluating the impact of education on earnings in the UK: Models, methods and results from the NCDS," IFS Working Papers W03/20, Institute for Fiscal Studies.
    62. Escribano, Alvaro & Guasch, J. Luis, 2005. "Assessing the impact of the investment climate on productivity using firm-level data : methodology and the cases of Guatemala, Honduras, and Nicaragua," Policy Research Working Paper Series 3621, The World Bank.
    63. Douglas Holtz-Eakin & Donald Marples, 2001. "Distortion Costs of Taxing Wealth Accumulation: Income Versus Estate Taxes," NBER Working Papers 8261, National Bureau of Economic Research, Inc.
    64. Olivier Armantier & Soiliou Daw Namaro, 2003. "Prescription Drug Advertising and Patient Compliance: A Physician Agency Approach," Department of Economics Working Papers 03-01, Stony Brook University, Department of Economics.
    65. Rosa L. Matzkin & James Heckman & Lars Nesheim, 2002. "Nonparametric Estimation and Nonadditive Hedonic Models," Working Papers 51, Universidad de San Andres, Departamento de Economia, revised Jun 2002.
    66. Rothe, Christoph, 2009. "Identification of Unconditional Partial Effects in Non Separable Models," TSE Working Papers 09-054, Toulouse School of Economics (TSE).
    67. Arthur Lewbel & Oliver Linton, 2003. "Nonparametric Matching and Efficient Estimators of Homothetically Separable Functions," Boston College Working Papers in Economics 585, Boston College Department of Economics, revised 04 Sep 2006.
    68. Kenneth Y. Chay & Michael Greenstone, 1998. "Does Air Quality Matter? Evidence from the Housing Market," NBER Working Papers 6826, National Bureau of Economic Research, Inc.
    69. Rothe, Christoph, 2010. "Identification of unconditional partial effects in nonseparable models," Economics Letters, Elsevier, vol. 109(3), pages 171-174, December.
    70. Hausman, Jerry A., 2003. "Triangular structural model specification and estimation with application to causality," Journal of Econometrics, Elsevier, vol. 112(1), pages 107-113, January.
    71. Daniel Parent, 2002. "The Causal Effect of High School Employment on Educational Attainment in Canada," CIRANO Working Papers 2002s-28, CIRANO.
    72. Lingjie Ma & Larry Pohlman, 2008. "Return forecasts and optimal portfolio construction: a quantile regression approach," The European Journal of Finance, Taylor & Francis Journals, vol. 14(5), pages 409-425.
    73. Aassve, Arnstein & Arpino, Bruno, 2008. "Estimation of causal effects of fertility on economic wellbeing: evidence from rural Vietnam," ISER Working Paper Series 2007-27, Institute for Social and Economic Research.
    74. Deborah A. Cobb‐Clark & Thomas Crossley, 2003. "Econometrics for Evaluations: An Introduction to Recent Developments," The Economic Record, The Economic Society of Australia, vol. 79(247), pages 491-511, December.
    75. Peter C.B. Phillips & Liangjun Su, 2009. "Nonparametric Structural Estimation via Continuous Location Shifts in an Endogenous Regressor," Cowles Foundation Discussion Papers 1702, Cowles Foundation for Research in Economics, Yale University.

  9. Bo Honore & Shakeeb Khan & James L. Powell, 2000. "Quantile Regression Under Random Censoring," Econometric Society World Congress 2000 Contributed Papers 1894, Econometric Society.

    Cited by:

    1. Victor Chernozhukov & Ivan Fernandez-Val & Amanda Kowalski, 2011. "Quantile regression with censoring and endogeneity," CeMMAP working papers CWP20/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    2. Shim, Jooyong & Hwang, Changha, 2009. "Support vector censored quantile regression under random censoring," Computational Statistics & Data Analysis, Elsevier, vol. 53(4), pages 912-919, February.
    3. Carrillo, Paul E. & Williams, Benjamin, 2019. "The repeat time-on-the-market index," Journal of Urban Economics, Elsevier, vol. 112(C), pages 33-49.
    4. Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2007. "Quantile and probability curves without crossing," CeMMAP working papers CWP10/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    5. Matthew A. Masten & Alexandre Poirier, 2018. "Interpreting Quantile Independence," Papers 1804.10957, arXiv.org.
    6. Khan, Shakeeb & Ponomareva, Maria & Tamer, Elie, 2011. "Sharpness in randomly censored linear models," Economics Letters, Elsevier, vol. 113(1), pages 23-25, October.
    7. Khan, Shakeeb & Ponomareva, Maria & Tamer, Elie, 2016. "Identification of panel data models with endogenous censoring," Journal of Econometrics, Elsevier, vol. 194(1), pages 57-75.
    8. Shosei Sakaguchi, 2020. "Partial Identification and Inference in Duration Models with Endogenous Censoring," CeMMAP working papers CWP8/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    9. Khan, Shakeeb & Tamer, Elie, 2007. "Partial rank estimation of duration models with general forms of censoring," Journal of Econometrics, Elsevier, vol. 136(1), pages 251-280, January.
    10. Choi, Jin-young & Lee, Myoung-jae, 2019. "Twins are more different than commonly believed, but made less different by compensating behaviors," Economics & Human Biology, Elsevier, vol. 35(C), pages 18-31.
    11. Shosei Sakaguchi, 2021. "Partial Identification and Inference in Duration Models with Endogenous Censoring," Papers 2107.00928, arXiv.org.
    12. Pedro H. C. Sant'Anna, 2016. "Nonparametric Tests for Treatment Effect Heterogeneity with Duration Outcomes," Papers 1612.02090, arXiv.org, revised Feb 2020.
    13. Cizek, P., 2008. "Semiparametric Robust Estimation of Truncated and Censored Regression Models," Discussion Paper 2008-34, Tilburg University, Center for Economic Research.
    14. Wooldridge, Jeffrey M., 2007. "Inverse probability weighted estimation for general missing data problems," Journal of Econometrics, Elsevier, vol. 141(2), pages 1281-1301, December.
    15. Khan, Shakeeb & Tamer, Elie, 2009. "Inference on endogenously censored regression models using conditional moment inequalities," Journal of Econometrics, Elsevier, vol. 152(2), pages 104-119, October.
    16. Xie, Shangyu & Wan, Alan T.K. & Zhou, Yong, 2015. "Quantile regression methods with varying-coefficient models for censored data," Computational Statistics & Data Analysis, Elsevier, vol. 88(C), pages 154-172.
    17. Miguel A. Delgado & Andr'es Garc'ia-Suaza & Pedro H. C. Sant'Anna, 2019. "Distribution Regression in Duration Analysis: an Application to Unemployment Spells," Papers 1904.06185, arXiv.org, revised Nov 2021.
    18. Eliana Christou & Michael G. Akritas, 2019. "Single index quantile regression for censored data," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 28(4), pages 655-678, December.
    19. Shuang Ji & Limin Peng & Yu Cheng & HuiChuan Lai, 2012. "Quantile Regression for Doubly Censored Data," Biometrics, The International Biometric Society, vol. 68(1), pages 101-112, March.
    20. Cizek, P. & Sadikoglu, S., 2014. "Bias-Corrected Quantile Regression Estimation of Censored Regression Models," Other publications TiSEM b351916f-03f7-4763-b47c-4, Tilburg University, School of Economics and Management.
    21. Wang, Huixia Judy & Wang, Lan, 2009. "Locally Weighted Censored Quantile Regression," Journal of the American Statistical Association, American Statistical Association, vol. 104(487), pages 1117-1128.
    22. Pang, Lei & Lu, Wenbin & Wang, Huixia Judy, 2012. "Variance estimation in censored quantile regression via induced smoothing," Computational Statistics & Data Analysis, Elsevier, vol. 56(4), pages 785-796.
    23. Giovanni Forchini & Grant Hillier, 2005. "Ill-conditioned problems, Fisher information and weak instruments," CeMMAP working papers CWP04/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    24. Shosei Sakaguchi, 2024. "Partial identification and inference in duration models with endogenous censoring," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(2), pages 308-326, March.
    25. Carrillo, Paul E. & Pope, Jaren C., 2012. "Are homes hot or cold potatoes? The distribution of marketing time in the housing market," Regional Science and Urban Economics, Elsevier, vol. 42(1-2), pages 189-197.
    26. Fan, Yanqin & Liu, Ruixuan, 2018. "Partial identification and inference in censored quantile regression," Journal of Econometrics, Elsevier, vol. 206(1), pages 1-38.
    27. Fitzenberger, Bernd & Winker, Peter, 1999. "Improving the Computation of Censored Quantile Regressions," Discussion Papers 568, Institut fuer Volkswirtschaftslehre und Statistik, Abteilung fuer Volkswirtschaftslehre.
    28. Cizek, P. & Sadikoglu, S., 2014. "Bias-Corrected Quantile Regression Estimation of Censored Regression Models," Discussion Paper 2014-060, Tilburg University, Center for Economic Research.
    29. Jad Beyhum & Lorenzo Tedesco & Ingrid Van Keilegom, 2022. "Instrumental variable quantile regression under random right censoring," Papers 2209.01429, arXiv.org, revised Feb 2023.
    30. Lin, Guixian & He, Xuming & Portnoy, Stephen, 2012. "Quantile regression with doubly censored data," Computational Statistics & Data Analysis, Elsevier, vol. 56(4), pages 797-812.
    31. Genya Kobayashi & Hideo Kozumi, 2012. "Bayesian analysis of quantile regression for censored dynamic panel data," Computational Statistics, Springer, vol. 27(2), pages 359-380, June.
    32. Efang Kong & Oliver Linton & Yingcun Xia, 2011. "Global Bahadur representation for nonparametric censored regression quantiles and its applications," CeMMAP working papers CWP33/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    33. Sungwon Lee & Joon H. Ro, 2020. "Nonparametric Tests for Conditional Quantile Independence with Duration Outcomes," Working Papers 2013, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy).
    34. Xiaofeng Lv & Gupeng Zhang & Xinkuo Xu & Qinghai Li, 2019. "Weighted quantile regression for censored data with application to export duration data," Statistical Papers, Springer, vol. 60(4), pages 1161-1192, August.
    35. Chen, Songnian, 2023. "Two-step estimation of censored quantile regression for duration models with time-varying regressors," Journal of Econometrics, Elsevier, vol. 235(2), pages 1310-1336.
    36. Peng, Limin, 2012. "Self-consistent estimation of censored quantile regression," Journal of Multivariate Analysis, Elsevier, vol. 105(1), pages 368-379.
    37. Szydłowski, Arkadiusz, 2017. "Endogenously censored median regression with an application to benefit elasticity of US unemployment duration," Economics Letters, Elsevier, vol. 159(C), pages 42-45.
    38. Viola, Alessandra Pasqualina & Klotzle, Marcelo Cabus & Pinto, Antonio Carlos Figueiredo & da Silveira Barbedo, Claudio Henrique, 2019. "Foreign exchange interventions in Brazil and their impact on volatility: A quantile regression approach," Research in International Business and Finance, Elsevier, vol. 47(C), pages 251-263.
    39. Debruyne, M. & Hubert, M. & Portnoy, S. & Vanden Branden, K., 2008. "Censored depth quantiles," Computational Statistics & Data Analysis, Elsevier, vol. 52(3), pages 1604-1614, January.
    40. Möst Lisa & Hothorn Torsten, 2015. "Conditional Transformation Models for Survivor Function Estimation," The International Journal of Biostatistics, De Gruyter, vol. 11(1), pages 23-50, May.
    41. Shakeeb Khan & Elie Tamer, 2002. "Pairwise Comparison Estimation of Censored Transformation Models," RCER Working Papers 495, University of Rochester - Center for Economic Research (RCER).
    42. Pedro H. C. Sant'Anna, 2016. "Program Evaluation with Right-Censored Data," Papers 1604.02642, arXiv.org.
    43. Sihai Dave Zhao & Yi Li, 2014. "Score test variable screening," Biometrics, The International Biometric Society, vol. 70(4), pages 862-871, December.

  10. Whitney K. Newey & Powell, James L., 1999. "Two-Step Estimation, Optimal Moment Conditions, and Sample Selection Models," Working papers 99-06, Massachusetts Institute of Technology (MIT), Department of Economics.

    Cited by:

    1. Xiaohong Chen & Andres Santos, 2015. "Overidentification in Regular Models," Cowles Foundation Discussion Papers 1999, Cowles Foundation for Research in Economics, Yale University.
    2. Xiaohong Chen & Jinyong Hahn & Zhipeng Liao, 2012. "Asymptotic Efficiency of Semiparametric Two-step GMM," Cowles Foundation Discussion Papers 1880, Cowles Foundation for Research in Economics, Yale University.
    3. Ruoyao Shi, 2021. "An Averaging Estimator for Two Step M Estimation in Semiparametric Models," Working Papers 202105, University of California at Riverside, Department of Economics.
    4. Xiaohong Chen & Demian Pouzo & James L. Powell, 2019. "Penalized Sieve GEL for Weighted Average Derivatives of Nonparametric Quantile IV Regressions," Papers 1902.10100, arXiv.org.

  11. Whitney Newey & James Powell & Francis Vella, 1998. "Nonparametric Estimation of Triangular Simultaneous Equations Models," Working papers 98-16, Massachusetts Institute of Technology (MIT), Department of Economics.

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    1. Victor Chernozhukov & Ivan Fernandez-Val & Amanda Kowalski, 2011. "Quantile regression with censoring and endogeneity," CeMMAP working papers CWP20/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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    6. Cattaneo, Matias D & Crump, Richard K & Jansson, Michael, 2014. "Small Bandwidth Asymptotics For Density-Weighted Average Derivatives," Department of Economics, Working Paper Series qt3jd237cg, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
    7. Michael Jansson & Demian Pouzo, 2019. "Towards a general large sample theory for regularized estimators," CeMMAP working papers CWP63/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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    1. Richard Blundell & Howard Reed & Thomas M. Stoker, 2003. "Interpreting Aggregate Wage Growth: The Role of Labor Market Participation," American Economic Review, American Economic Association, vol. 93(4), pages 1114-1131, September.
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    5. Maria Tannuri-Pianto & Donald M. Pianto & Omar Arias, 2004. "Informal Employment in Bolivia: A Lost Proposition?," Working papers - Textos para Discussao do Departamento de Economia da Universidade de Brasilia 317, Departamento de Economia da Universidade de Brasilia.
    6. Richard Blundell & Thomas MaCurdy, 1998. "Labour supply: a review of alternative approaches," IFS Working Papers W98/18, Institute for Fiscal Studies.
    7. Fábio Veras Soares, 2015. "Do Informal Workers Queue for Formal Jobs in Brazil?," Discussion Papers 0130, Instituto de Pesquisa Econômica Aplicada - IPEA.
    8. Huffman, Wallace E. & El-Osta, Hisham, 1997. "Off-Farm Work Participation, Off-Farm Labor Supply and On-Farm Labor Demand of U.S. Farm Operators," ISU General Staff Papers 199712010800001290, Iowa State University, Department of Economics.
    9. Soonae Park & Byung-Yeon Kim & Wonchang Jang & Kyung-Min Nam, 2014. "Imperfect information and labor market bias against small and medium-sized enterprises: a Korean case," Small Business Economics, Springer, vol. 43(3), pages 725-741, October.
    10. Ichimura, Hidehiko & Todd, Petra E., 2007. "Implementing Nonparametric and Semiparametric Estimators," Handbook of Econometrics, in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 6, chapter 74, Elsevier.
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    36. Fernández-Sainz, Ana I. & Rodríguez-Póo, Juan M., 2010. "An Empirical Investigation of Parametric and Semiparametric Estimation Methods in Sample Selection Models = Investigación empírica de métodos de estimación paramétricos y semiparamétricos de modelos d," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 10(1), pages 99-120, December.
    37. Myoung‐Jae Lee, 2003. "Exclusion Bias in Sample‐Selection Model Estimators," The Japanese Economic Review, Japanese Economic Association, vol. 54(2), pages 229-236, June.
    38. Ana Fernandez Sainz & Juan Rodriguez-Poo & Inmaculada Villanua Martin, 2002. "Finite sample behavior of two step estimators in selection models," Computational Statistics, Springer, vol. 17(1), pages 1-16, March.
    39. Jeffrey A. Dubin & Douglas Rivers, 1989. "Selection Bias in Linear Regression, Logit and Probit Models," Sociological Methods & Research, , vol. 18(2-3), pages 360-390, November.
    40. Donald, Stephen G., 1995. "Two-step estimation of heteroskedastic sample selection models," Journal of Econometrics, Elsevier, vol. 65(2), pages 347-380, February.
    41. Powell, James L. & Stoker, Thomas M., 1996. "Optimal bandwidth choice for density-weighted averages," Journal of Econometrics, Elsevier, vol. 75(2), pages 291-316, December.
    42. Aradillas-Lopez, Andres, 2024. "Inference in models with partially identified control functions," Journal of Econometrics, Elsevier, vol. 238(1).
    43. Claudia PIGINI, 2012. "Of Butterflies and Caterpillars: Bivariate Normality in the Sample Selection Model," Working Papers 377, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.

  16. Powell, James L., 1986. "Two-Step Quantile Estimation Of The Censored Regression Model," SSRI Workshop Series 292681, University of Wisconsin-Madison, Social Systems Research Institute.

    Cited by:

    1. Bertanha, Marinho & McCallum, Andrew H. & Seegert, Nathan, 2023. "Better bunching, nicer notching," Journal of Econometrics, Elsevier, vol. 237(2).
    2. Yulong Wang & Zhijie Xiao, 2020. "Estimation and Inference about Tail Features with Tail Censored Data," Boston College Working Papers in Economics 994, Boston College Department of Economics.
    3. Kim, Mo Se & Lee, Byung Sung & Lee, Hye Seon & Lee, Seung Ho & Lee, Junseok & Kim, Wonse, 2020. "Robust estimation of outage costs in South Korea using a machine learning technique: Bayesian Tobit quantile regression," Applied Energy, Elsevier, vol. 278(C).
    4. Khan, Shakeeb & Nekipelov, Denis, 2024. "On uniform inference in nonlinear models with endogeneity," Journal of Econometrics, Elsevier, vol. 240(2).
    5. Liu, Yang & Jiang, Zhigao & Guo, Bowei, 2022. "Assessing China’s provincial electricity spot market pilot operations: Lessons from Guangdong province," Energy Policy, Elsevier, vol. 164(C).
    6. Akram Yazdani & Hojjat Zeraati & Mehdi Yaseri & Shahpar Haghighat & Ahmad Kaviani, 2022. "Laplace regression with clustered censored data," Computational Statistics, Springer, vol. 37(3), pages 1041-1068, July.
    7. Semenova, Vira, 2023. "Debiased machine learning of set-identified linear models," Journal of Econometrics, Elsevier, vol. 235(2), pages 1725-1746.
    8. Chen, Songnian & Wang, Qian, 2023. "Quantile regression with censoring and sample selection," Journal of Econometrics, Elsevier, vol. 234(1), pages 205-226.
    9. Chen, Songnian, 2023. "Two-step estimation of censored quantile regression for duration models with time-varying regressors," Journal of Econometrics, Elsevier, vol. 235(2), pages 1310-1336.
    10. Pitselis, Georgios, 2020. "Multi-stage nested classification credibility quantile regression model," Insurance: Mathematics and Economics, Elsevier, vol. 92(C), pages 162-176.
    11. Sugimoto, Kota, 2021. "Ownership versus legal unbundling of electricity transmission network: Evidence from renewable energy investment in Germany," Energy Economics, Elsevier, vol. 99(C).
    12. Rothe, Christoph & Wied, Dominik, 2020. "Estimating derivatives of function-valued parameters in a class of moment condition models," Journal of Econometrics, Elsevier, vol. 217(1), pages 1-19.
    13. Guo, Jing & Wang, Lei & Zhang, Zhengyu, 2022. "Identification and estimation of a heteroskedastic censored regression model with random coefficient dummy endogenous regressors," Economic Modelling, Elsevier, vol. 110(C).

  17. Powell, James L. & Stock, James H. & Stoker, Thomas M., 1986. "Semiparametric estimation of weighted average derivatives," Working papers 1793-86., Massachusetts Institute of Technology (MIT), Sloan School of Management.

    Cited by:

    1. Roger Klein & Francis Vella, 2009. "A semiparametric model for binary response and continuous outcomes under index heteroscedasticity," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(5), pages 735-762.
    2. Klein, Roger & Vella, Francis, 2006. "Estimating a Class of Triangular Simultaneous Equations Models Without Exclusion Restrictions," IZA Discussion Papers 2378, Institute of Labor Economics (IZA).
    3. Rodríguez Poo, Juan M. & Wolf, Michael, 2000. "Subsampling inference in cube root asymptotics with an application to manski's maximum score estimator," DES - Working Papers. Statistics and Econometrics. WS 10110, Universidad Carlos III de Madrid. Departamento de Estadística.
    4. Rosa L. Matzkin, 1989. "A Nonparametric Maximum Rank Correlation Estimator," Cowles Foundation Discussion Papers 918, Cowles Foundation for Research in Economics, Yale University.
    5. Hidehiko Ichimura, "undated". "Asymptotic Distribution of Non-Parametric and Semi-Parametric Estimators with Data Dependent Smoothing Parameters," Working Papers _001, University of California at Berkeley, Econometrics Laboratory Software Archive.

  18. Ben S. Bernanke & James L. Powell, 1984. "The Cyclical Behavior of Industrial Labor Markets: A Comparison of the Pre-War and Post-War Eras," NBER Working Papers 1376, National Bureau of Economic Research, Inc.

    Cited by:

    1. Bordo, Michael D. & Evans, Charles L., 1995. "Labor productivity during the Great Depression," Economics Letters, Elsevier, vol. 47(1), pages 41-45, January.
    2. Zhou, Y., 2014. "Essays on habit formation and inflation hedging," Other publications TiSEM 4886da12-1b84-4fd9-aa07-3, Tilburg University, School of Economics and Management.
    3. Zwickl, Klara & Disslbacher, Franziska & Stagl, Sigrid, 2016. "Work-sharing for a sustainable economy," Ecological Economics, Elsevier, vol. 121(C), pages 246-253.
    4. Boskin, Michael J. & Lau, Lawrence J., 1988. "An Analysis of Postwar U.S. Consumption and Saving," CEPR Publications 244417, Stanford University, Center for Economic Policy Research.
    5. Durlauf, Steven N. & Hall, Robert E., 1988. "Bounds on the Variances of Specification Errors in Models with Expectations," CEPR Publications 244420, Stanford University, Center for Economic Policy Research.
    6. Boskin, Michael J., 1988. "Issues in the Measurement and Interpretation of Saving and Wealth," CEPR Publications 244418, Stanford University, Center for Economic Policy Research.
    7. Hart, Robert A., 2000. "Hours and Wages in the Depression: British Engineering, 1926-1938," IZA Discussion Papers 132, Institute of Labor Economics (IZA).
    8. Lawrence F. Katz, 1986. "Efficiency Wage Theories: A Partial Evaluation," NBER Working Papers 1906, National Bureau of Economic Research, Inc.
    9. Bai, Hang & Zhang, Lu, 2022. "Searching for the equity premium," Journal of Financial Economics, Elsevier, vol. 143(2), pages 897-926.
    10. Gadi Barlevy & Daniel Tsiddon, 2004. "Earnings inequality and the business cycle," Working Paper Series WP-04-08, Federal Reserve Bank of Chicago.
    11. Holmlund, Bertil, 2012. "Wage and Employment Determination in Volatile Times: Sweden 1913–1939," Working Paper Series, Center for Labor Studies 2012:7, Uppsala University, Department of Economics.
    12. Hart, Robert A., 2003. "General Human Capital and Employment Adjustment in the Great Depression: Apprentices and Journeymen in UK Engineering," IZA Discussion Papers 799, Institute of Labor Economics (IZA).
    13. Bryan Perry & Kerk L Phillips & David E. Spencer, 2015. "State-Level Variation in the Real Wage Response to Monetary Policy," Annals of Economics and Finance, Society for AEF, vol. 16(1), pages 1-17, May.
    14. Gunnar Bårdsen & Jurgen Doornik & Jan Tore Klovland, 2004. "A European-type wage equation from an American-style labor market: Evidence from a panel of Norwegian manufacturing industries in the 1930s," Working Paper 2004/4, Norges Bank.
    15. Robert A Hart, 2022. "Labour productivity during the Great Depression and the Great Recession in UK engineering and metal manufacture [The Productivity Puzzle: a Firm-level Investigation into Employment Behaviour and Re," Oxford Economic Papers, Oxford University Press, vol. 74(2), pages 431-452.
    16. Bryan Perry & Kerk L. Phillips & David E. Spencer, 2012. "State-Level Evidence on the Cyclicality of Real Wages," BYU Macroeconomics and Computational Laboratory Working Paper Series 2012-05, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory.
    17. Hart, Robert A., 2006. "Piece Work Pay and Hourly Pay over the Cycle," IZA Discussion Papers 2210, Institute of Labor Economics (IZA).
    18. Todd E. Clark, 1995. "Do producer prices lead consumer prices?," Economic Review, Federal Reserve Bank of Kansas City, vol. 80(Q III), pages 25-39.
    19. Trofimov, Ivan D. & Md. Aris, Nazaria & Bin Rosli, Muhammad K. F., 2018. "Macroeconomic Determinants of the Labour Share of Income: Evidence from OECD Economies," MPRA Paper 85597, University Library of Munich, Germany.
    20. Charles W. Calomiris & Christopher Hanes, 1994. "Historical Macroeconomics and American Macroeconomic History," NBER Working Papers 4935, National Bureau of Economic Research, Inc.
    21. Nicholas Apergis & Alexandros Panethimitakis, 2011. "Stylised facts of Greek business cycles: new evidence from aggregate and across regimes data," International Journal of Economics and Business Research, Inderscience Enterprises Ltd, vol. 3(2), pages 147-165.
    22. Gunnar Bårdsen & Jurgen Doornik & Jan Tore Klovland, 2000. "A Wage Curve for the Interwar Labour Market: Evidence from a Panel of Norwegian Manufacturing Industries," Working Paper Series 1802, Department of Economics, Norwegian University of Science and Technology, revised 15 Apr 2001.
    23. Ivan D. TROFIMOV & Nazaria Md. ARIS & Muhammad Khairil Firdaus Bin ROSLI, 2018. "Macroeconomic determinants of the labour share of income: Evidence from OECD economies," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(3(616), A), pages 25-48, Autumn.
    24. Pierre Koning & Joëlle Noailly & Sabine Visser, 2007. "Do non-profits make a difference? Evaluating non-profit vis-à-vis for-profit organisations in social services," CPB Document 142, CPB Netherlands Bureau for Economic Policy Analysis.
    25. Klara Zwickl & Franziska Disslbacher & Sigrid Stagl, 2016. "Work-sharing for a Sustainable Economy. WWWforEurope Working Paper No. 111," WIFO Studies, WIFO, number 58684.
    26. Kevin X.D. Huang & Zheng Liu & Louis Phaneuf, 2004. "Why Does the Cyclical Behavior of Real Wages Change Over Time?," American Economic Review, American Economic Association, vol. 94(4), pages 836-856, September.
    27. Victor Zarnowitz, 1989. "Cost and Price Movements in Business Cycle Theories and Experience: Hypotheses of Sticky Wages and Prices (SEE ALSO WP3132-send out together)," NBER Working Papers 3131, National Bureau of Economic Research, Inc.
    28. Sweeney, James L. & Boskin, Michael J., 1985. "Analyzing Impacts of Potential Tax Policy Changes on U.S. Oil Security," CEPR Publications 244428, Stanford University, Center for Economic Policy Research.
    29. Todd C. Neumann & Jason E. Taylor & Price Fishback, 2013. "Comparisons of Weekly Hours over the Past Century and the Importance of Work-Sharing Policies in the 1930s," American Economic Review, American Economic Association, vol. 103(3), pages 105-110, May.
    30. Hart, Robert A & Roberts, J Elizabeth, 2010. "Real wages, working time, and the Great Depression," Stirling Economics Discussion Papers 2010-09, University of Stirling, Division of Economics.
    31. Edward Nelson, 2012. "The correlation between money and output in the United Kingdom: resolution of a puzzle," Finance and Economics Discussion Series 2012-29, Board of Governors of the Federal Reserve System (U.S.).
    32. Ji, Yangyang & Xiao, Wei, 2019. "Was the New Deal expansionary?," Economics Letters, Elsevier, vol. 184(C).
    33. Manne, Alan S., 1984. "On the Formulation and Solution of Economic Equilibrium Models," CEPR Publications 244427, Stanford University, Center for Economic Policy Research.

Articles

  1. Chen, Xiaohong & Pouzo, Demian & Powell, James L., 2019. "Penalized sieve GEL for weighted average derivatives of nonparametric quantile IV regressions," Journal of Econometrics, Elsevier, vol. 213(1), pages 30-53.
    See citations under working paper version above.
  2. Hyungtaik Ahn & Hidehiko Ichimura & James L. Powell & Paul A. Ruud, 2018. "Simple Estimators for Invertible Index Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(1), pages 1-10, January.

    Cited by:

    1. Matias D. Cattaneo & Max H. Farrell & Michael Jansson & Ricardo Masini, 2022. "Higher-order Refinements of Small Bandwidth Asymptotics for Density-Weighted Average Derivative Estimators," Papers 2301.00277, arXiv.org, revised Feb 2024.
    2. Shakeeb Khan & Xiaoying Lan & Elie Tamer & Qingsong Yao, 2021. "Estimating High Dimensional Monotone Index Models by Iterative Convex Optimization1," Papers 2110.04388, arXiv.org, revised Feb 2023.
    3. Wayne Yuan Gao & Ming Li, 2020. "Identification of Semiparametric Panel Multinomial Choice Models with Infinite-Dimensional Fixed Effects," Papers 2009.00085, arXiv.org, revised Nov 2024.
    4. Lewbel, Arthur & Lin, Xirong, 2022. "Identification of semiparametric model coefficients, with an application to collective households," Journal of Econometrics, Elsevier, vol. 226(2), pages 205-223.
    5. Shakeeb Khan & Fu Ouyang & Elie Tamer, 2019. "Inference on Semiparametric Multinomial Response Models," Boston College Working Papers in Economics 980, Boston College Department of Economics.
    6. Roy Allen, 2019. "Injectivity and the Law of Demand," Papers 1908.05714, arXiv.org.
    7. Fu Ouyang & Thomas Tao Yang, 2020. "Semiparametric Discrete Choice Models for Bundles," Discussion Papers Series 625, School of Economics, University of Queensland, Australia.
    8. Aradillas-Lopez, Andres, 2024. "Inference in models with partially identified control functions," Journal of Econometrics, Elsevier, vol. 238(1).
    9. Aradillas-López, Andrés, 2021. "Computing semiparametric efficiency bounds in discrete choice models with strategic-interactions and rational expectations," Journal of Econometrics, Elsevier, vol. 221(1), pages 25-42.
    10. Irene Botosaru & Chris Muris, 2022. "Identification of time-varying counterfactual parameters in nonlinear panel models," Papers 2212.09193, arXiv.org, revised Nov 2023.
    11. Qingsong Yao, 2023. "Stochastic Learning of Semiparametric Monotone Index Models with Large Sample Size," Papers 2309.06693, arXiv.org, revised Oct 2023.

  3. Hyungtaik Ahn & Hidehiko Ichimura & James L. Powell & Paul A. Ruud, 2018. "Rejoinder for “Simple Estimators for Invertible Index Models”," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(1), pages 22-23, January.

    Cited by:

    1. Lewbel, Arthur & Lin, Xirong, 2022. "Identification of semiparametric model coefficients, with an application to collective households," Journal of Econometrics, Elsevier, vol. 226(2), pages 205-223.
    2. Roy Allen, 2019. "Injectivity and the Law of Demand," Papers 1908.05714, arXiv.org.
    3. Aradillas-Lopez, Andres, 2024. "Inference in models with partially identified control functions," Journal of Econometrics, Elsevier, vol. 238(1).
    4. Aradillas-López, Andrés, 2021. "Computing semiparametric efficiency bounds in discrete choice models with strategic-interactions and rational expectations," Journal of Econometrics, Elsevier, vol. 221(1), pages 25-42.
    5. Irene Botosaru & Chris Muris, 2022. "Identification of time-varying counterfactual parameters in nonlinear panel models," Papers 2212.09193, arXiv.org, revised Nov 2023.
    6. Qingsong Yao, 2023. "Stochastic Learning of Semiparametric Monotone Index Models with Large Sample Size," Papers 2309.06693, arXiv.org, revised Oct 2023.

  4. Graham, Bryan S. & Hahn, Jinyong & Poirier, Alexandre & Powell, James L., 2018. "A quantile correlated random coefficients panel data model," Journal of Econometrics, Elsevier, vol. 206(2), pages 305-335.
    See citations under working paper version above.
  5. James L. Powell, 2017. "Identification and Asymptotic Approximations: Three Examples of Progress in Econometric Theory," Journal of Economic Perspectives, American Economic Association, vol. 31(2), pages 107-124, Spring.

    Cited by:

    1. Matias D. Cattaneo & Max H. Farrell & Michael Jansson & Ricardo Masini, 2022. "Higher-order Refinements of Small Bandwidth Asymptotics for Density-Weighted Average Derivative Estimators," Papers 2301.00277, arXiv.org, revised Feb 2024.
    2. Stotz, Olaf, 2019. "The perception of homeownership utility: Short-term and long-term effects," Journal of Housing Economics, Elsevier, vol. 44(C), pages 99-111.

  6. Bryan S. Graham & James L. Powell, 2012. "Identification and Estimation of Average Partial Effects in “Irregular” Correlated Random Coefficient Panel Data Models," Econometrica, Econometric Society, vol. 80(5), pages 2105-2152, September.

    Cited by:

    1. Ivan Fernandez-Val & Hugo Freeman & Martin Weidner, 2020. "Low-rank approximations of nonseparable panel models," CeMMAP working papers CWP52/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    2. Jorge E. Galán, 2020. "The benefits are at the tail: uncovering the impact of macroprudential policy on growth-at-risk," Working Papers 2007, Banco de España.
    3. M. Hashem Pesaran & Liying Yang, 2023. "Trimmed Mean Group Estimation of Average Treatment Effects in Ultra Short T Panels under Correlated Heterogeneity," CESifo Working Paper Series 10725, CESifo.
    4. Peter Hull, 2018. "Estimating Treatment Effects in Mover Designs," Papers 1804.06721, arXiv.org.
    5. Brantly Callaway & Tong Li, 2019. "Quantile treatment effects in difference in differences models with panel data," Quantitative Economics, Econometric Society, vol. 10(4), pages 1579-1618, November.
    6. Irene Botosaru & Chris Muris, 2017. "Binarization for panel models with fixed effects," CeMMAP working papers CWP31/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    7. Victor Chernozhukov & Ivan Fernandez-Val & Stefan Hoderlein & Hajo Holzmann & Whitney K. Newey, 2013. "Nonparametric identification in panels using quantiles," CeMMAP working papers 66/13, Institute for Fiscal Studies.
    8. Vasilis Sarafidis & Tom Wansbeek, 2020. "Celebrating 40 Years of Panel Data Analysis: Past, Present and Future," Monash Econometrics and Business Statistics Working Papers 6/20, Monash University, Department of Econometrics and Business Statistics.
    9. Cavit Pakel & Martin Weidner, 2023. "Bounds on Average Effects in Discrete Choice Panel Data Models," Papers 2309.09299, arXiv.org, revised May 2024.
    10. Khan, Shakeeb & Ponomareva, Maria & Tamer, Elie, 2016. "Identification of panel data models with endogenous censoring," Journal of Econometrics, Elsevier, vol. 194(1), pages 57-75.
    11. Stefan Hoderlein & Hajo Holzmann & Alexander Meister, 2015. "The triangular model with random coefficients," CeMMAP working papers CWP33/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    12. Clément de Chaisemartin & Xavier D’haultfœuille, 2022. "Two-Way Fixed Effects and Differences-in-Differences with Heterogeneous Treatment Effects: A Survey," Post-Print hal-03873885, HAL.
    13. Ghanem, Dalia, 2017. "Testing identifying assumptions in nonseparable panel data models," Journal of Econometrics, Elsevier, vol. 197(2), pages 202-217.
    14. Demian Pouzo & Zacharias Psaradakis & Martin Sola, 2016. "Maximum Likelihood Estimation in Possibly Misspeci ed Dynamic Models with Time-Inhomogeneous Markov Regimes," Department of Economics Working Papers 2016_04, Universidad Torcuato Di Tella.
    15. Xavier D'Haultfoeuille & Stefan Hoderlein & Yuya Sasaki, 2013. "Nonlinear Difference-in-Differences in Repeated Cross Sections with Continuous Treatments," Boston College Working Papers in Economics 839, Boston College Department of Economics.
    16. Chen, Xiaohong & Liao, Zhipeng, 2014. "Sieve M inference on irregular parameters," Journal of Econometrics, Elsevier, vol. 182(1), pages 70-86.
    17. Okui, Ryo & Yanagi, Takahide, 2019. "Panel data analysis with heterogeneous dynamics," Journal of Econometrics, Elsevier, vol. 212(2), pages 451-475.
    18. Jorge E. Galán & María Rodríguez Moreno, 2020. "At-risk measures and financial stability," Financial Stability Review, Banco de España, issue Autumn.
    19. Giovanni Compiani & Yuichi Kitamura, 2016. "Using mixtures in econometric models: a brief review and some new results," Econometrics Journal, Royal Economic Society, vol. 19(3), pages 95-127, October.
    20. Alyssa Carlson & Riju Joshi, 2022. "Sample Selection in Linear Panel Data Models with Heterogeneous Coefficients," Working Papers 2203, Department of Economics, University of Missouri.
    21. Michael Bates & Seolah Kim, 2019. "Estimating the Price Elasticity of Gasoline Demand in Correlated Random Coefficient Models with Endogeneity," Working Papers 202021, University of California at Riverside, Department of Economics, revised Jul 2020.
    22. Ming Li, 2021. "Identification and Estimation in a Time-Varying Endogenous Random Coefficient Panel Data Model," Papers 2110.00982, arXiv.org, revised Nov 2024.
    23. Xin Liu, 2024. "A quantile-based nonadditive fixed effects model," Papers 2405.03826, arXiv.org.
    24. Bryan S. Graham & Jinyong Hahn & Alexandre Poirier & James L. Powell, 2016. "A quantile correlated random coefficients panel data model," CeMMAP working papers 34/16, Institute for Fiscal Studies.
    25. Kasy, Maximilian, 2022. "Who wins, who loses? Identification of conditional causal effects, and the welfare impact of changing wages," Journal of Econometrics, Elsevier, vol. 226(1), pages 155-170.
    26. Dilek Uz & Steven Buck & David Sunding, 2022. "Fixed or mixed? Farmer‐level heterogeneity in response to changes in salinity," American Journal of Agricultural Economics, John Wiley & Sons, vol. 104(4), pages 1343-1363, August.
    27. Santiago Pereda Fernández, 2016. "Copula-based random effects models for clustered data," Temi di discussione (Economic working papers) 1092, Bank of Italy, Economic Research and International Relations Area.
    28. Xiaohong Chen & Demian Pouzo, 2014. "Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models," Papers 1411.1144, arXiv.org, revised Mar 2015.
    29. Victor Chernozhukov & Jerry A. Hausman & Whitney K. Newey, 2019. "Demand Analysis with Many Prices," NBER Working Papers 26424, National Bureau of Economic Research, Inc.
    30. Shosei Sakaguchi, 2017. "Estimation of Average Treatment Effects Using Panel Data when Treatment Effects Are Heterogeneous by Unobserved Fixed Effects," KIER Working Papers 970, Kyoto University, Institute of Economic Research.
    31. Cl'ement de Chaisemartin & Diego Ciccia Xavier D'Haultf{oe}uille & Felix Knau, 2024. "Two-way Fixed Effects and Differences-in-Differences Estimators in Heterogeneous Adoption Designs," Papers 2405.04465, arXiv.org, revised Nov 2024.
    32. Cheng Hsiao & Qi Li & Zhongwen Liang & Wei Xie, 2019. "Panel Data Estimation for Correlated Random Coefficients Models," Econometrics, MDPI, vol. 7(1), pages 1-18, February.
    33. Dmitry Arkhangelsky & Guido Imbens, 2023. "Causal Models for Longitudinal and Panel Data: A Survey," Papers 2311.15458, arXiv.org, revised Jun 2024.
    34. Gao, Yichen & Li, Cong & Liang, Zhongwen, 2015. "Binary response correlated random coefficient panel data models," Journal of Econometrics, Elsevier, vol. 188(2), pages 421-434.
    35. Yingyao Hu & Ji‐Liang Shiu, 2018. "Identification and estimation of semi‐parametric censored dynamic panel data models of short time periods," Econometrics Journal, Royal Economic Society, vol. 21(1), pages 55-85, February.
    36. Dalia Ghanem & Pedro H. C. Sant'Anna & Kaspar Wuthrich, 2022. "Selection and parallel trends," Papers 2203.09001, arXiv.org, revised Mar 2024.
    37. Cl'ement de Chaisemartin & Ziteng Lei, 2021. "More Robust Estimators for Instrumental-Variable Panel Designs, With An Application to the Effect of Imports from China on US Employment," Papers 2103.06437, arXiv.org, revised Sep 2023.
    38. Patrick Kline & Raffaele Saggio & Mikkel S{o}lvsten, 2018. "Leave-out estimation of variance components," Papers 1806.01494, arXiv.org, revised Aug 2019.
    39. Ishihara, Takuya, 2020. "Identification and estimation of time-varying nonseparable panel data models without stayers," Journal of Econometrics, Elsevier, vol. 215(1), pages 184-208.
    40. Xiaohong Chen & Demian Pouzo, 2014. "Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models," CeMMAP working papers 38/14, Institute for Fiscal Studies.
    41. M. Hashem Pesaran & Liying Yang, 2023. "Trimmed Mean Group Estimation of Average Effects in Ultra Short T Panels under Correlated Heterogeneity," Papers 2310.11680, arXiv.org, revised Jul 2024.
    42. D’Haultfœuille, Xavier & Hoderlein, Stefan & Sasaki, Yuya, 2023. "Nonparametric difference-in-differences in repeated cross-sections with continuous treatments," Journal of Econometrics, Elsevier, vol. 234(2), pages 664-690.
    43. Emmanouil Kitsios & Manasa Patnam, 2016. "Estimating Fiscal Multipliers with Correlated Heterogeneity," IMF Working Papers 2016/013, International Monetary Fund.
    44. Clément de Chaisemartin & Xavier d'Haultfoeuille & Félix Pasquier & Gonzalo Vazquez-Bare, 2022. "Difference-in-Differences Estimators for Treatments Continuously Distributed at Every Period," SciencePo Working papers Main hal-03873926, HAL.
    45. Demian Pouzo & Zacharias Psaradakis & Martin Sola, 2022. "Maximum Likelihood Estimation in Markov Regime‐Switching Models With Covariate‐Dependent Transition Probabilities," Econometrica, Econometric Society, vol. 90(4), pages 1681-1710, July.
    46. Louise Laage, 2020. "A Correlated Random Coefficient Panel Model with Time-Varying Endogeneity," Papers 2003.09367, arXiv.org, revised Nov 2022.
    47. Iv'an Fern'andez-Val & Hugo Freeman & Martin Weidner, 2020. "Low-Rank Approximations of Nonseparable Panel Models," Papers 2010.12439, arXiv.org, revised Mar 2021.
    48. Victor Chernozhukov & Whitney K Newey & Rahul Singh, 2018. "Automatic Debiased Machine Learning of Causal and Structural Effects," Papers 1809.05224, arXiv.org, revised Oct 2022.
    49. Michael Bates & Seolah Kim, 2019. "Per-Cluster Instrumental Variables Estimation: Uncovering the Price Elasticity of the Demand for Gasoline," Working Papers 202003, University of California at Riverside, Department of Economics.
    50. Takuya Ishihara, 2020. "Panel Data Quantile Regression for Treatment Effect Models," Papers 2001.04324, arXiv.org, revised Nov 2021.
    51. Bryan S. Graham & Jinyong Hahn & Alexandre Poirier & James L. Powell, 2015. "Quantile regression with panel data," CeMMAP working papers CWP12/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    52. Linton, O. & Shiu, J-L., 2019. "Semiparametric Nonlinear Panel Data Models with Measurement Error," Cambridge Working Papers in Economics 1906, Faculty of Economics, University of Cambridge.
    53. Denis Chetverikov & Bradley Larsen & Christopher Palmer, 2016. "IV Quantile Regression for Group‐Level Treatments, With an Application to the Distributional Effects of Trade," Econometrica, Econometric Society, vol. 84, pages 809-833, March.
    54. Victor Chernozhukov & Ivan Fernandez-Val & Whitney K. Newey, 2017. "Nonseparable multinomial choice models in cross-section and panel data," CeMMAP working papers 33/17, Institute for Fiscal Studies.
    55. Arthur Lewbel, 2018. "The Identification Zoo - Meanings of Identification in Econometrics," Boston College Working Papers in Economics 957, Boston College Department of Economics, revised 14 Dec 2019.
    56. Hugo Padrón-Ávila & Raúl Hernández-Martín, 2019. "Preventing Overtourism by Identifying the Determinants of Tourists’ Choice of Attractions," Sustainability, MDPI, vol. 11(19), pages 1-17, September.
    57. Yuya Sasaki & Takuya Ura, 2021. "Slow Movers in Panel Data," Papers 2110.12041, arXiv.org.
    58. Charles E. Gibbons & Juan Carlos Suárez Serrato & Michael B. Urbancic, 2014. "Broken or Fixed Effects?," NBER Working Papers 20342, National Bureau of Economic Research, Inc.
    59. Sungwon Lee, 2020. "Nonparametric Identification and Estimation of Panel Quantile Models with Sample Selection," Working Papers 2012, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy).
    60. Ben-Moshe, Dan, 2018. "Identification Of Joint Distributions In Dependent Factor Models," Econometric Theory, Cambridge University Press, vol. 34(1), pages 134-165, February.
    61. Escanciano, Juan Carlos, 2023. "Irregular identification of structural models with nonparametric unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 234(1), pages 106-127.
    62. Valentin Verdier, 2020. "Average treatment effects for stayers with correlated random coefficient models of panel data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(7), pages 917-939, November.
    63. Irene Botosaru & Chris Muris, 2022. "Identification of time-varying counterfactual parameters in nonlinear panel models," Papers 2212.09193, arXiv.org, revised Nov 2023.

  7. Graham, Bryan S. & Hahn, Jinyong & Powell, James L., 2009. "The incidental parameter problem in a non-differentiable panel data model," Economics Letters, Elsevier, vol. 105(2), pages 181-182, November.

    Cited by:

    1. Victor Chernozhukov & Ivan Fernandez-Val & Martin Weidner, 2020. "Network and Panel Quantile Effects Via Distribution Regression," CeMMAP working papers CWP27/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    2. Kato, Kengo & F. Galvao, Antonio & Montes-Rojas, Gabriel V., 2012. "Asymptotics for panel quantile regression models with individual effects," Journal of Econometrics, Elsevier, vol. 170(1), pages 76-91.
    3. Hernández Martínez, Pedro Jesús, 2016. "Reassessing the link between firm size and exports," Economics Discussion Papers 2016-25, Kiel Institute for the World Economy (IfW Kiel).
    4. Rosen, Adam M., 2012. "Set identification via quantile restrictions in short panels," Journal of Econometrics, Elsevier, vol. 166(1), pages 127-137.
    5. Liang Chen & Juan Jose Dolado & Jesus Gonzalo, 2019. "Quantile Factor Models," Papers 1911.02173, arXiv.org, revised Sep 2020.
    6. Galvao, Antonio F. & Kato, Kengo, 2016. "Smoothed quantile regression for panel data," Journal of Econometrics, Elsevier, vol. 193(1), pages 92-112.
    7. Pedro J. Hernández, 2020. "Reassessing the link between firm size and exports," Eurasian Business Review, Springer;Eurasia Business and Economics Society, vol. 10(2), pages 207-223, June.
    8. Matthew Harding & Carlos Lamarche, 2017. "Penalized Quantile Regression with Semiparametric Correlated Effects: An Application with Heterogeneous Preferences," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(2), pages 342-358, March.
    9. Castagnetti, Carolina & Giorgetti, Maria Letizia, 2019. "Understanding the gender wage-gap differential between the public and private sectors in Italy: A quantile approach," Economic Modelling, Elsevier, vol. 78(C), pages 240-261.
    10. David Powell, 2020. "Does Labor Supply Respond to Transitory Income? Evidence from the Economic Stimulus Payments of 2008," Journal of Labor Economics, University of Chicago Press, vol. 38(1), pages 1-38.
    11. David Powell, 2022. "Quantile regression with nonadditive fixed effects," Empirical Economics, Springer, vol. 63(5), pages 2675-2691, November.
    12. Carolina Castagnetti & Luisa Rosti & Marina Toepfer, 2019. "The Public-Private Sector Wage Differential Across Gender in Italy: a New Quantile-Based Decomposition Approach," DEM Working Papers Series 172, University of Pavia, Department of Economics and Management.
    13. Carolina Castagnetti, 2015. "The Analysis of the Gender Wage Gap in the Italian Public Sector: a Quantile Approach for Panel Data," DEM Working Papers Series 109, University of Pavia, Department of Economics and Management.
    14. Tansel, Aysit & Keskin, Halil Ibrahim & Ozdemir, Zeynel Abidin, 2020. "Public-private sector wage gap by gender in Egypt: Evidence from quantile regression on panel data, 1998–2018," World Development, Elsevier, vol. 135(C).
    15. Harding, Matthew & Lamarche, Carlos, 2012. "Estimating and Testing a Quantile Regression Model with Interactive Effects," IZA Discussion Papers 6802, Institute of Labor Economics (IZA).
    16. Sherrilyn Billger & Carlos Lamarche, 2015. "A panel data quantile regression analysis of the immigrant earnings distribution in the United Kingdom and United States," Empirical Economics, Springer, vol. 49(2), pages 705-750, September.
    17. David Powell, 2014. "Did the Economic Stimulus Payments of 2008 Reduce Labor Supply? Evidence from Quantile Panel Data Estimation," Working Papers WR-710-3, RAND Corporation.
    18. Li, Tong & Oka, Tatsushi, 2015. "Set identification of the censored quantile regression model for short panels with fixed effects," Journal of Econometrics, Elsevier, vol. 188(2), pages 363-377.

  8. Blundell, Richard & Powell, James L., 2007. "Censored regression quantiles with endogenous regressors," Journal of Econometrics, Elsevier, vol. 141(1), pages 65-83, November.

    Cited by:

    1. Victor Chernozhukov & Ivan Fernandez-Val & Amanda Kowalski, 2011. "Quantile regression with censoring and endogeneity," CeMMAP working papers CWP20/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    2. Huber, Martin & Melly, Blaise, 2011. "Quantile Regression in the Presence of Sample Selection," Economics Working Paper Series 1109, University of St. Gallen, School of Economics and Political Science.
    3. Chen, Songnian, 2018. "Sequential estimation of censored quantile regression models," Journal of Econometrics, Elsevier, vol. 207(1), pages 30-52.
    4. Amanda Kowalski, 2016. "Censored Quantile Instrumental Variable Estimates of the Price Elasticity of Expenditure on Medical Care," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(1), pages 107-117, January.
    5. Pedro H. C. Sant'Anna, 2016. "Nonparametric Tests for Treatment Effect Heterogeneity with Duration Outcomes," Papers 1612.02090, arXiv.org, revised Feb 2020.
    6. Xiaofeng Lv & Rui Li, 2013. "Smoothed empirical likelihood analysis of partially linear quantile regression models with missing response variables," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 97(4), pages 317-347, October.
    7. Jaeun Choi & A. James O'Malley, 2017. "Estimating the causal effect of treatment in observational studies with survival time end points and unmeasured confounding," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 66(1), pages 159-185, January.
    8. Blanco, German & Chen, Xuan & Flores, Carlos A. & Flores-Lagunes, Alfonso, 2018. "Bounds on Average and Quantile Treatment Effects on Duration Outcomes under Censoring, Selection, and Noncompliance," GLO Discussion Paper Series 288, Global Labor Organization (GLO).
    9. Fortin, Nicole & Lemieux, Thomas & Firpo, Sergio, 2011. "Decomposition Methods in Economics," Handbook of Labor Economics, in: O. Ashenfelter & D. Card (ed.), Handbook of Labor Economics, edition 1, volume 4, chapter 1, pages 1-102, Elsevier.
    10. Joonhwi Joo & Ali Hortacsu, 2016. "Semiparametric estimation of CES demand system with observed and unobserved product characteristics," 2016 Meeting Papers 36, Society for Economic Dynamics.
    11. Khan, Shakeeb & Tamer, Elie, 2009. "Inference on endogenously censored regression models using conditional moment inequalities," Journal of Econometrics, Elsevier, vol. 152(2), pages 104-119, October.
    12. De Silva, Dakshina G. & Kosmopoulou, Georgia & Lamarche, Carlos, 2017. "Subcontracting and the survival of plants in the road construction industry: A panel quantile regression analysis," Journal of Economic Behavior & Organization, Elsevier, vol. 137(C), pages 113-131.
    13. Atella, Vincenzo & Pace, Noemi & Vuri, Daniela, 2008. "Are employers discriminating with respect to weight?: European Evidence using Quantile Regression," Economics & Human Biology, Elsevier, vol. 6(3), pages 305-329, December.
    14. Laura Blow & Richard Blundell, 2018. "A Nonparametric Revealed Preference Approach to Measuring the Value of Environmental Quality," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 69(3), pages 503-527, March.
    15. Jad Beyhum & Lorenzo Tedesco & Ingrid Van Keilegom, 2022. "Instrumental variable quantile regression under random right censoring," Papers 2209.01429, arXiv.org, revised Feb 2023.
    16. Chesher, Andrew & Kim, Dongwoo & Rosen, Adam M., 2023. "IV methods for Tobit models," Journal of Econometrics, Elsevier, vol. 235(2), pages 1700-1724.
    17. Li, Zhengtao & Hu, Bin, 2018. "Perceived health risk, environmental knowledge, and contingent valuation for improving air quality: New evidence from the Jinchuan mining area in China," Economics & Human Biology, Elsevier, vol. 31(C), pages 54-68.
    18. James E. Payne & James W. Saunoris, 2020. "Corruption and Firm Tax Evasion in Transition Economies: Results from Censored Quantile Instrumental Variables Estimation," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 48(2), pages 195-206, June.
    19. Kamhon Kan & Chihwa Kao, 2005. "Simulation-Based Two-Step Estimation with Endogenous Regressors," Center for Policy Research Working Papers 76, Center for Policy Research, Maxwell School, Syracuse University.
    20. Jia-Young Michael Fu & Joel L. Horowitz & Matthias Parey, 2015. "Testing exogeneity in nonparametric instrumental variables identified by conditional quantile restrictions," CeMMAP working papers CWP68/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    21. Rothe, Christoph, 2009. "Semiparametric estimation of binary response models with endogenous regressors," Journal of Econometrics, Elsevier, vol. 153(1), pages 51-64, November.
    22. Schmillen, Achim & Umkehrer, Matthias, 2013. "The scars of youth : effects of early-career unemployment on future unemployment experience," IAB-Discussion Paper 201306, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
    23. Cequera, Daniel & Klein, Gordon J., 2008. "Endogenous Firm Heterogeneity, ICT and R&D Incentives," ZEW Discussion Papers 08-126, ZEW - Leibniz Centre for European Economic Research.
    24. Abi Adams & Richard Blundell & Martin Browning & Ian Crawford, 2015. "Prices versus preferences: taste change and revealed preference," IFS Working Papers W15/11, Institute for Fiscal Studies.
    25. Hung, Jessica & Chang, Vincent Y. L., 2018. "The analysis of capital structure for propertyliability insurers: A quantile regression approach," Business and Economic Horizons (BEH), Prague Development Center, vol. 14(4), pages 829-850, August.
    26. Rothe, Christoph, 2009. "Identification of Unconditional Partial Effects in Non Separable Models," TSE Working Papers 09-054, Toulouse School of Economics (TSE).
    27. Lv, Xiaofeng & Sun, Xu-Ran & Lu, Yue & Li, Rui, 2019. "Nonparametric identification and estimation of dynamic treatment effects for survival data in a regression discontinuity design," Economics Letters, Elsevier, vol. 184(C).
    28. Juan Carlos Escanciano & Chuan Goh, 2010. "Specification Analysis of Structural Quantile Regression Models," Working Papers tecipa-415, University of Toronto, Department of Economics.
    29. Jayeeta Bhattacharya, 2020. "Quantile regression with generated dependent variable and covariates," Papers 2012.13614, arXiv.org.
    30. Chen, Songnian & Wang, Qian, 2020. "Semiparametric estimation of a censored regression model with endogeneity," Journal of Econometrics, Elsevier, vol. 215(1), pages 239-256.
    31. Pedro H. C. Sant'Anna, 2016. "Program Evaluation with Right-Censored Data," Papers 1604.02642, arXiv.org.
    32. Guo, Jing & Wang, Lei & Zhang, Zhengyu, 2022. "Identification and estimation of a heteroskedastic censored regression model with random coefficient dummy endogenous regressors," Economic Modelling, Elsevier, vol. 110(C).

  9. Andres Aradillas-Lopez & Bo E. Honoré & James L. Powell, 2007. "Pairwise Difference Estimation With Nonparametric Control Variables," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 48(4), pages 1119-1158, November.

    Cited by:

    1. Luis E. Candelaria, 2020. "A Semiparametric Network Formation Model with Unobserved Linear Heterogeneity," Papers 2007.05403, arXiv.org, revised Aug 2020.
    2. Candelaria, Luis E., 2020. "A Semiparametric Network Formation Model with Unobserved Linear Heterogeneity," The Warwick Economics Research Paper Series (TWERPS) 1279, University of Warwick, Department of Economics.
    3. Black, Dan A. & Joo, Joonhwi & LaLonde, Robert & Smith, Jeffrey A. & Taylor, Evan J., 2022. "Simple Tests for Selection: Learning More from Instrumental Variables," Labour Economics, Elsevier, vol. 79(C).
    4. Cattaneo, Matias D & Crump, Richard K & Jansson, Michael, 2014. "Small Bandwidth Asymptotics For Density-Weighted Average Derivatives," Department of Economics, Working Paper Series qt3jd237cg, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
    5. Koen Jochmans, 2013. "Pairwise-comparison estimation with non-parametric controls," SciencePo Working papers Main hal-03399882, HAL.
    6. Federico Belotti & Giuseppe Ilardi, 2012. "Consistent Estimation of the “True” Fixed-effects Stochastic Frontier Model," CEIS Research Paper 231, Tor Vergata University, CEIS, revised 18 Apr 2012.
    7. Victor Aguirregabiria & Alessandro Iaria & Senay Sokullu, 2023. "Identification and Estimation of Demand Models with Endogenous Product Entry and Exit," Papers 2308.14196, arXiv.org.
    8. Brice Romuald Gueyap Kounga, 2023. "Identification and Estimation of a Semiparametric Logit Model using Network Data," Papers 2310.07151, arXiv.org, revised Jun 2024.
    9. Matthew Gentry & Tatiana Komarova & Pasquale Schiraldi, 2023. "Preferences and Performance in Simultaneous First-Price Auctions: A Structural Analysis," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 90(2), pages 852-878.
    10. Aradillas-Lopez, Andres, 2012. "Pairwise-difference estimation of incomplete information games," Journal of Econometrics, Elsevier, vol. 168(1), pages 120-140.
    11. Gibbons, Stephen & Heblich, Stephan & Pinchbeck, Edward W., 2024. "The spatial impacts of a massive rail disinvestment program: the Beeching axe," LSE Research Online Documents on Economics 124531, London School of Economics and Political Science, LSE Library.
    12. Xin, Kai & Zhang, ZhengYu & Zhou, YaHong & Zhu, PingFang, 2021. "Time-varying individual effects in a panel data probit model with an application to female labor force participation," Economic Modelling, Elsevier, vol. 95(C), pages 181-191.
    13. Aradillas-Lopez, Andres, 2024. "Inference in models with partially identified control functions," Journal of Econometrics, Elsevier, vol. 238(1).
    14. Jean-Pierre H. Dubé & Ali Hortaçsu & Joonhwi Joo, 2020. "Random-Coefficients Logit Demand Estimation with Zero-Valued Market Shares," NBER Working Papers 26795, National Bureau of Economic Research, Inc.
    15. Gentry, Matthew & Komarova, Tatiana & Schiraldi, Pasquale, 2023. "Preferences and performance in simultaneous first-price auctions: a structural analysis," LSE Research Online Documents on Economics 115627, London School of Economics and Political Science, LSE Library.
    16. Jean-Pierre Dubé & Ali Hortaçsu & Joonhwi Joo, 2021. "Random-Coefficients Logit Demand Estimation with Zero-Valued Market Shares," Marketing Science, INFORMS, vol. 40(4), pages 637-660, July.

  10. Richard W. Blundell & James L. Powell, 2004. "Endogeneity in Semiparametric Binary Response Models," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 71(3), pages 655-679.
    See citations under working paper version above.
  11. Whitney K. Newey & James L. Powell, 2003. "Instrumental Variable Estimation of Nonparametric Models," Econometrica, Econometric Society, vol. 71(5), pages 1565-1578, September.

    Cited by:

    1. Denis Chetverikov & Daniel Wilhelm, 2017. "Nonparametric instrumental variable estimation under monotonicity," CeMMAP working papers 14/17, Institute for Fiscal Studies.
    2. Davezies, Laurent & Le Barbanchon, Thomas, 2017. "Regression Discontinuity Design with Continuous Measurement Error in the Running Variable," IZA Discussion Papers 10801, Institute of Labor Economics (IZA).
    3. Senay Sokullu, 2012. "Nonparametric Estimation of Semiparametric Transformation Models," Bristol Economics Discussion Papers 12/625, School of Economics, University of Bristol, UK.
    4. Huber, Martin & Melly, Blaise, 2011. "Quantile Regression in the Presence of Sample Selection," Economics Working Paper Series 1109, University of St. Gallen, School of Economics and Political Science.
    5. Maican, Florin & Orth, Matilda, 2008. "Productivity Dynamics and the Role of “Big-Box” Entrants in Retailing," Working Papers in Economics 328, University of Gothenburg, Department of Economics.
    6. Xiaohong Chen & Andres Santos, 2015. "Overidentification in Regular Models," Cowles Foundation Discussion Papers 1999, Cowles Foundation for Research in Economics, Yale University.
    7. Yevgeniy Kovchegov & Nese Yildiz, 2014. "Orthogonal Polynomials for Seminonparametric Instrumental Variables Model," Papers 1409.1620, arXiv.org.
    8. Fei Liu & Jiti Gao & Yanrong Yang, 2020. "Time-Varying Panel Data Models with an Additive Factor Structure," Monash Econometrics and Business Statistics Working Papers 42/20, Monash University, Department of Econometrics and Business Statistics.
    9. Christoph Breunig & Enno Mammen & Anna Simoni, 2020. "Ill-posed estimation in high-dimensional models with instrumental variables," Post-Print hal-03089879, HAL.
    10. Shiu, Ji-Liang & Hu, Yingyao, 2013. "Identification and estimation of nonlinear dynamic panel data models with unobserved covariates," Journal of Econometrics, Elsevier, vol. 175(2), pages 116-131.
    11. Cui, Liyuan & Hong, Yongmiao & Li, Yingxing, 2021. "Solving Euler equations via two-stage nonparametric penalized splines," Journal of Econometrics, Elsevier, vol. 222(2), pages 1024-1056.
    12. Fève, Frédérique & Florens, Jean-Pierre, 2014. "Non parametric analysis of panel data models with endogenous variables," Journal of Econometrics, Elsevier, vol. 181(2), pages 151-164.
    13. Yingyao Hu & Susanne M. Schennach, 2008. "Instrumental Variable Treatment of Nonclassical Measurement Error Models," Econometrica, Econometric Society, vol. 76(1), pages 195-216, January.
    14. Mika Kortelainen & Simo Leppänen, 2013. "Public and private capital productivity in Russia: a non-parametric investigation," Empirical Economics, Springer, vol. 45(1), pages 193-216, August.
    15. Horowitz, Joel L. & Lee, Sokbae, 2012. "Uniform confidence bands for functions estimated nonparametrically with instrumental variables," Journal of Econometrics, Elsevier, vol. 168(2), pages 175-188.
    16. Horowitz, Joel L. & Lee, Sokbae, 2009. "Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative," Journal of Econometrics, Elsevier, vol. 152(2), pages 141-152, October.
    17. Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2022. "Nonparametric Identification of Random Coefficients in Endogenous and Heterogeneous Aggregate Demand Models," Papers 2201.06140, arXiv.org.
    18. Susanne Schennach & James Heckman & Flavio Cunha, 2007. "Estimating the Technology of Cognitive and Noncognitive Skill Formation," 2007 Meeting Papers 973, Society for Economic Dynamics.
    19. Xiaohong Chen & Demian Pouzo, 2009. "Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals," CeMMAP working papers CWP20/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    20. González, Felipe, 2020. "Collective action in networks: Evidence from the Chilean student movement," Journal of Public Economics, Elsevier, vol. 188(C).
    21. Daniel Wilhelm & Denis Chetverikov & Dongwoo Kim, 2017. "Nonparametric instrumental variable estimation," CeMMAP working papers CWP47/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    22. Gayle, Wayne-Roy, 2013. "Identification and N-consistent estimation of a nonlinear panel data model with correlated unobserved effects," Journal of Econometrics, Elsevier, vol. 175(2), pages 71-83.
    23. Stefan Hoderlein & Lars Nesheim & Anna Simoni, 2012. "Semiparametric estimation of random coefficients in structural economic models," CeMMAP working papers CWP09/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    24. Dunker, Fabian & Hoderlein, Stefan & Kaido, Hiroaki, 2014. "Nonparametric Identification of Endogenous and Heterogeneous Aggregate Demand Models: Complements, Bundles and the Market Level," Economics Series 307, Institute for Advanced Studies.
    25. Christoph Breunig, 2018. "Varying Random Coefficient Models," Papers 1804.03110, arXiv.org, revised Aug 2020.
    26. Tatiana V. Komarova, 2013. "Extremum sieve estimation in k -out-of- n systems," CeMMAP working papers 47/13, Institute for Fiscal Studies.
    27. Ai, Chunrong & Chen, Xiaohong, 2007. "Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables," Journal of Econometrics, Elsevier, vol. 141(1), pages 5-43, November.
    28. Schennach, Susanne & White, Halbert & Chalak, Karim, 2012. "Local indirect least squares and average marginal effects in nonseparable structural systems," Journal of Econometrics, Elsevier, vol. 166(2), pages 282-302.
    29. Michael Jansson & Demian Pouzo, 2019. "Towards a general large sample theory for regularized estimators," CeMMAP working papers CWP63/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    30. Susanne M. Schennach, 2012. "Measurement error in nonlinear models - a review," CeMMAP working papers 41/12, Institute for Fiscal Studies.
    31. Dubois, Pierre & Nauges, Celine, 2007. "Identifying the Effect of Unobserved Quality and Expert Reviews in the Pricing of Experience Goods: Empirical Application on Bordeaux Wine," Working Papers 37320, American Association of Wine Economists.
    32. Mehmet Caner, 2006. "A lasso type gmm estimator," Working Paper 210, Department of Economics, University of Pittsburgh, revised Jan 2006.
    33. Bruneel-Zupanc, Christophe Alain, 2021. "Discrete-Continuous Dynamic Choice Models: Identification and Conditional Choice Probability Estimation," TSE Working Papers 21-1185, Toulouse School of Economics (TSE).
    34. Jean‐Pierre Florens & Jan Johannes & Sébastien Van Bellegem, 2012. "Instrumental regression in partially linear models," Econometrics Journal, Royal Economic Society, vol. 15(2), pages 304-324, June.
    35. Andrew Chesher, 2003. "Nonparametric identification under discrete variation," CeMMAP working papers CWP19/03, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    36. Zheng Fang & Juwon Seo, 2021. "A Projection Framework for Testing Shape Restrictions That Form Convex Cones," Econometrica, Econometric Society, vol. 89(5), pages 2439-2458, September.
    37. Arellano, Manuel & Blundell, Richard & Bonhomme, Stephane, 2015. "Earnings and Consumption Dynamics: A Nonlinear Panel Data Framework," IZA Discussion Papers 9344, Institute of Labor Economics (IZA).
    38. Antonio Merlo & Áureo de Paula, 2015. "Identification and estimation of preference distributions when voters are ideological," CeMMAP working papers CWP50/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    39. Andrews, Donald W.K., 2017. "Examples of L2-complete and boundedly-complete distributions," Journal of Econometrics, Elsevier, vol. 199(2), pages 213-220.
    40. Markus Frölich, 2008. "Parametric and Nonparametric Regression in the Presence of Endogenous Control Variables," International Statistical Review, International Statistical Institute, vol. 76(2), pages 214-227, August.
    41. Rodrigo Adao & Arnaud Costinot & Dave Donaldson, 2017. "Nonparametric Counterfactual Predictions in Neoclassical Models of International Trade," American Economic Review, American Economic Association, vol. 107(3), pages 633-689, March.
    42. Yevgeniy Kovchegov & Nese Yildiz, 2012. "Identification via completeness for discrete covariates and orthogonal polynomials," Koç University-TUSIAD Economic Research Forum Working Papers 1203, Koc University-TUSIAD Economic Research Forum.
    43. Yonghong An & Yingyao Hu, 2009. "Well-posedness of measurement error models for self-reported data," CeMMAP working papers CWP35/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    44. D’Haultfœuille, Xavier & Février, Philippe, 2015. "Identification of mixture models using support variations," Journal of Econometrics, Elsevier, vol. 189(1), pages 70-82.
    45. Qiying Wang & Peter C.B. Phillips, 2008. "Structural Nonparametric Cointegrating Regression," Cowles Foundation Discussion Papers 1657, Cowles Foundation for Research in Economics, Yale University.
    46. Song, Suyong, 2015. "Semiparametric estimation of models with conditional moment restrictions in the presence of nonclassical measurement errors," Journal of Econometrics, Elsevier, vol. 185(1), pages 95-109.
    47. Babii, Andrii & Florens, Jean-Pierre, 2020. "Is completeness necessary? Estimation in nonidentified linear models," TSE Working Papers 20-1091, Toulouse School of Economics (TSE).
    48. Thomas A. Severini & Gautam Tripathi, 2007. "Efficiency bounds for estimating linear functionals of nonparametric regression models with endogenous regressors," CeMMAP working papers CWP13/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    49. Trani, Jean-Francois & Bakhshi, Parul & Brown, Derek & Lopez, Dominique & Gall, Fiona, 2018. "Disability as deprivation of capabilities: Estimation using a large-scale survey in Morocco and Tunisia and an instrumental variable approach," Social Science & Medicine, Elsevier, vol. 211(C), pages 48-60.
    50. Xiaohong Chen & Victor Chernozhukov & Sokbae Lee & Whitney Newey, 2011. "Local Identification of Nonparametric and Semiparametric Models," Cowles Foundation Discussion Papers 1795R, Cowles Foundation for Research in Economics, Yale University, revised Nov 2012.
    51. Battistin, Erich & De Nadai, Michele & Krishnan, Nandini, 2020. "The Insights and Illusions of Consumption Measurements," IZA Discussion Papers 13222, Institute of Labor Economics (IZA).
    52. Babii, Andrii, 2020. "Honest Confidence Sets In Nonparametric Iv Regression And Other Ill-Posed Models," Econometric Theory, Cambridge University Press, vol. 36(4), pages 658-706, August.
    53. Chiappori, Pierre-Andre & Komunjer, Ivana, 2008. "Correct Specification and Identification of Nonparametric Transformation Models," University of California at San Diego, Economics Working Paper Series qt4v12m2rg, Department of Economics, UC San Diego.
    54. Arthur Lewbel, 2004. "Estimation of Average Treatment Effects With Misclassification," Econometric Society 2004 North American Winter Meetings 210, Econometric Society.
    55. Joel L. Horowitz, 2013. "Ill-posed inverse problems in economics," CeMMAP working papers CWP37/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    56. Feng, Guohua & Gao, Jiti & Peng, Bin & Zhang, Xiaohui, 2017. "A varying-coefficient panel data model with fixed effects: Theory and an application to US commercial banks," Journal of Econometrics, Elsevier, vol. 196(1), pages 68-82.
    57. Hoshino, Tadao, 2022. "Sieve IV estimation of cross-sectional interaction models with nonparametric endogenous effect," Journal of Econometrics, Elsevier, vol. 229(2), pages 263-275.
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    61. Andrew Bennett & Nathan Kallus, 2020. "The Variational Method of Moments," Papers 2012.09422, arXiv.org, revised Mar 2023.
    62. Emir Malikov & Gudbrand Lien, 2021. "Proxy Variable Estimation of Multiproduct Production Functions," American Journal of Agricultural Economics, John Wiley & Sons, vol. 103(5), pages 1878-1902, October.
    63. Song, Kyungchul, 2010. "Testing semiparametric conditional moment restrictions using conditional martingale transforms," Journal of Econometrics, Elsevier, vol. 154(1), pages 74-84, January.
    64. Marek Jarocinski & Albert Marcet, 2013. "Priors about Observables in Vector Autoregressions," Working Papers 684, Barcelona School of Economics.
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  12. Honore, Bo & Khan, Shakeeb & Powell, James L., 2002. "Quantile regression under random censoring," Journal of Econometrics, Elsevier, vol. 109(1), pages 67-105, July.
    See citations under working paper version above.
  13. Kenneth Y. Chay & James L. Powell, 2001. "Semiparametric Censored Regression Models," Journal of Economic Perspectives, American Economic Association, vol. 15(4), pages 29-42, Fall.

    Cited by:

    1. Cid, Alejandro, 2007. "Educational Gap and Family Structure in Uruguay," MPRA Paper 39911, University Library of Munich, Germany.
    2. Mark Ottoni Wilhelm, 2008. "Practical Considerations for Choosing Between Tobit and SCLS or CLAD Estimators for Censored Regression Models with an Application to Charitable Giving," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(4), pages 559-582, August.
    3. Pradhan, Jaya Prakash, 2011. "Regional heterogeneity and firms’ innovation: the role of regional factors in industrial R&D in India," MPRA Paper 28096, University Library of Munich, Germany.
    4. Sreejata Banerjee, 2012. "Basel I and Basel II Compliance: Issues for Banks in India," Working Papers 2012-068, Madras School of Economics,Chennai,India.
    5. Chen, Songnian, 2018. "Sequential estimation of censored quantile regression models," Journal of Econometrics, Elsevier, vol. 207(1), pages 30-52.
    6. Cid, Alejandro & Ferrés, Daniel & Rossi, Máximo, 2018. "Testing Happiness Hypothesis among the Elderly," MPRA Paper 84745, University Library of Munich, Germany.
    7. Alejandro Cid & Daniel Ferres & Máximo Rossi, 2008. "Subjective Well-Being in the Southern Cone: Health, Income and Family," Documentos de Trabajo (working papers) 1308, Department of Economics - dECON.
    8. Florian Smuda, 2014. "Cartel Overcharges And The Deterrent Effect Of Eu Competition Law," Journal of Competition Law and Economics, Oxford University Press, vol. 10(1), pages 63-86.
    9. Siemroth, Christoph & Hornuf, Lars, 2023. "Why Do Retail Investors Pick Green Investments? A Lab-in-the-Field Experiment with Crowdfunders," Journal of Economic Behavior & Organization, Elsevier, vol. 209(C), pages 74-90.
    10. Tao Chen & Gautam Tripathi, 2014. "A simple consistent test of conditional symmetry in symmetrically trimmed tobit models," DEM Discussion Paper Series 14-04, Department of Economics at the University of Luxembourg.
    11. Martin,William J. & Pham,Cong S., 2015. "Estimating the gravity model when zero trade flows are frequent and economically determined," Policy Research Working Paper Series 7308, The World Bank.
    12. Billingsley Kaambwa & Lucinda Billingham & Stirling Bryan, 2013. "Mapping utility scores from the Barthel index," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 14(2), pages 231-241, April.
    13. Raphael Calel, 2020. "Adopt or Innovate: Understanding Technological Responses to Cap-and-Trade," American Economic Journal: Economic Policy, American Economic Association, vol. 12(3), pages 170-201, August.
    14. Ralph Crott & Andrew Briggs, 2010. "Mapping the QLQ-C30 quality of life cancer questionnaire to EQ-5D patient preferences," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 11(4), pages 427-434, August.
    15. Gaynor Martin & Li Jian & Vogt William B, 2007. "Substitution, Spending Offsets, and Prescription Drug Benefit Design," Forum for Health Economics & Policy, De Gruyter, vol. 10(2), pages 1-33, July.
    16. Raphael Calel & Antoine Dechezlepretre, 2012. "Environmental Policy and Directed Technological Change: Evidence from the European carbon market," Working Papers 1208, Chaire Economie du climat.
    17. Amitabh Chandra, 2003. "Is the Convergence of the Racial Wage Gap Illusory?," NBER Working Papers 9476, National Bureau of Economic Research, Inc.
    18. Asankha Pallegedara, 2012. "Demand for private tutoring in a free education country. The case of Sri Lanka," International Journal of Education Economics and Development, Inderscience Enterprises Ltd, vol. 3(4), pages 375-393.
    19. Wojciech Kopczuk, 2006. "Bequest and Tax Planning: Evidence From Estate Tax Returns," NBER Working Papers 12701, National Bureau of Economic Research, Inc.
    20. Paul A. Raschky & Reimund Schwarze & Manijeh Schwindt & Ferdinand Zahn, 2010. "Uncertainty of Governmental Relief and the Crowding out of Insurance," Monash Economics Working Papers 05-10, Monash University, Department of Economics.
    21. Ismael Arciniegas Rueda, 2012. "Empirical Analysis Of Speculative Attacks With Contractionary Real Effects," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 19(2), pages 102-127, April.
    22. de Haan, Monique & Plug, Erik, 2006. "Estimates of the Effect of Parents’ Schooling on Children’s Schooling Using Censored and Uncensored Samples," IZA Discussion Papers 2416, Institute of Labor Economics (IZA).
    23. O'Toole, Conor M. & Newman, Carol F. & Hennessy, Thia C., 2011. "The role of financing frictions in agricultural investment decisions: an analysis pre and post financial crisis," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 114568, European Association of Agricultural Economists.
    24. Patric Müller & Sara Geer, 2016. "Censored linear model in high dimensions," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 25(1), pages 75-92, March.
    25. Kai-Uwe Müller, 2010. "Employment Effects of a Sectoral Minimum Wage in Germany: Semi-Parametric Estimations from Cross-Sectional Data," Discussion Papers of DIW Berlin 1061, DIW Berlin, German Institute for Economic Research.
    26. Martin Gaynor & Jian Li & William B. Vogt, 2006. "Is Drug Coverage a Free Lunch? Cross-Price Elasticities and the Design of Prescription Drug Benefits," The Centre for Market and Public Organisation 07/166, The Centre for Market and Public Organisation, University of Bristol, UK.
    27. Hyytinen, Ari & Toivanen, Otto, 2005. "Do financial constraints hold back innovation and growth?: Evidence on the role of public policy," Research Policy, Elsevier, vol. 34(9), pages 1385-1403, November.
    28. Jaya Prakash Pradhan & Mohammad Zohair & Mallikarjun V. Alagawadi, 2013. "Regional Policies, Firm Characteristics and Exporting in the Indian State of Karnataka," Foreign Trade Review, , vol. 48(1), pages 45-81, February.
    29. Booth, Alison L. & Francesconi, Marco & Zoega, Gylfi, 2003. "Unions, Work-Related Training, and Wages: Evidence for British Men," IZA Discussion Papers 737, Institute of Labor Economics (IZA).
    30. Schady, Norbert & Araujo, Maria Caridad, 2006. "Cash transfers, conditions, school enrollment, and child work : evidence from a randomized experiment in Ecuador," Policy Research Working Paper Series 3930, The World Bank.
    31. Maria Karlsson, 2006. "Estimators of Regression Parameters for Truncated and Censored Data," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 63(3), pages 329-341, June.
    32. Judith Chevalier & Austan Goolsbee, 2003. "Measuring Prices and Price Competition Online: Amazon.com and BarnesandNoble.com," Quantitative Marketing and Economics (QME), Springer, vol. 1(2), pages 203-222, June.
    33. Rowen, D & Brazier, J & Roberts, J, 2008. "Mapping SF-36 onto the EQ-5D index: how reliable is the relationship?," MPRA Paper 29831, University Library of Munich, Germany.
    34. Cid, Alejandro & Ferrés, Daniel & Rossi, Máximo, 2009. "Subjective Well-Being among the Elderly in the Southern Cone: Health, Income and Family," MPRA Paper 84785, University Library of Munich, Germany.
    35. Karin Jõeveer, 2016. "Does Bank Failure Affect Client Firms? Micro Evidence from Estonia," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 15(3), pages 310-332, December.
    36. Paxson, Christina & Schady, Norbert, 2005. "Cognitive development among young children in Ecuador : the roles of wealth, health and parenting," Policy Research Working Paper Series 3605, The World Bank.
    37. Wocken, Meike & Kneib, Thomas, 2012. "Tobit regression to estimate impact of EU market intervention in dairy sector," 123rd Seminar, February 23-24, 2012, Dublin, Ireland 122528, European Association of Agricultural Economists.
    38. Joseph G. Altonji & Hidehiko Ichimura & Taisuke Otsu, 2008. "Estimating Derivatives in Nonseparable Models with Limited Dependent Variables," Cowles Foundation Discussion Papers 1668R, Cowles Foundation for Research in Economics, Yale University, revised May 2011.
    39. Liang, Che-Yuan, 2009. "Nonparametric Structural Estimation of Labor Supply in the Presence of Censoring," Working Paper Series 2009:8, Uppsala University, Department of Economics.
    40. Joshua K. Abbott & James E. Wilen, 2010. "Voluntary Cooperation in the Commons? Evaluating the Sea State Program with Reduced Form and Structural Models," Land Economics, University of Wisconsin Press, vol. 86(1), pages 131-154.
    41. ChunJing Li & Yun Li & Xue Ding & XiaoGang Dong, 2020. "DGQR estimation for interval censored quantile regression with varying-coefficient models," PLOS ONE, Public Library of Science, vol. 15(11), pages 1-17, November.
    42. Ding, Weili & Zhang, Yuan, 2014. "When a son is born: The impact of fertility patterns on family finance in rural China," China Economic Review, Elsevier, vol. 30(C), pages 192-208.
    43. Anil Kumar, 2012. "Nonparametric estimation of the impact of taxes on female labor supply," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(3), pages 415-439, April.
    44. Koch, Alexander K. & Nafziger, Julia, 2020. "Motivational goal bracketing: An experiment," Journal of Economic Theory, Elsevier, vol. 185(C).
    45. Lin, Guixian & He, Xuming & Portnoy, Stephen, 2012. "Quantile regression with doubly censored data," Computational Statistics & Data Analysis, Elsevier, vol. 56(4), pages 797-812.
    46. Pradhan, Jaya Prakash, 2010. "R&D strategy of small and medium enterprises in India: Trends and determinants," MPRA Paper 20951, University Library of Munich, Germany.
    47. Aurora Galego & João Pereira, 2010. "Evidence On Gender Wage Discrimination In Portugal: Parametric And Semi‐Parametric Approaches," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 56(4), pages 651-666, December.
    48. Urban Gråsjö, 2012. "Imports, R&D and Local Patent Production," Chapters, in: Charlie Karlsson & Börje Johansson & Roger R. Stough (ed.), The Regional Economics of Knowledge and Talent, chapter 14, Edward Elgar Publishing.
    49. José M. Labeaga & Xisco Oliver & Amedeo Spadaro, "undated". "Measuring Changes in Health Capital," Working Papers 2005-15, FEDEA.
    50. Mnasri, Ayman & Nechi, Salem, 2019. "New Approach to Estimating Gravity Models with Heteroscedasticity and Zero Trade Values," MPRA Paper 93426, University Library of Munich, Germany.
    51. Anne Solaz & François-Charles Wolff, 2013. "Intergenerational correlation of domestic work: Does gender matter?," Working Papers halshs-00853391, HAL.
    52. Conor M. O'Toole & Carol Newman & Thia Hennessy, 2011. "The role of investment, fundamental Q and financing frictions in agricultural investment decisions: an analysis pre and post financial crisis," Working Papers 1101, Rural Economy and Development Programme,Teagasc.
    53. Andrade, Sandro C. & Bernile, Gennaro & Hood, Frederick M., 2014. "SOX, corporate transparency, and the cost of debt," Journal of Banking & Finance, Elsevier, vol. 38(C), pages 145-165.
    54. Acquisti, Alessandro & Spiekermann, Sarah, 2011. "Do Interruptions Pay off? Effects of Interruptive Ads on Consumers' Willingness to Pay," Journal of Interactive Marketing, Elsevier, vol. 25(4), pages 226-240.
    55. Rodenberg Ryan & Kim Jun Woo, 2012. "Testing the On-Court Efficacy of the NBA's Age Eligibility Rule," Journal of Quantitative Analysis in Sports, De Gruyter, vol. 8(2), pages 1-23, June.
    56. Zhen Liu & Arne Henningsen, 2016. "The effects of China's Sloping Land Conversion Program on agricultural households," Agricultural Economics, International Association of Agricultural Economists, vol. 47(3), pages 295-307, May.
    57. A'Hearn, Brian & Komlos, John, 2003. "Improvements in Maximum Likelihood Estimators of Truncated Normal Samples with Prior Knowledge of σ," Discussion Papers in Economics 51, University of Munich, Department of Economics.
    58. Müller, Kai-Uwe, 2012. "Estimating the employment effects of a minimum wage from a cross-sectional wage distribution. A semi-parametric approach," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 62019, Verein für Socialpolitik / German Economic Association.
    59. Guillermo Cruces & Quentin T. Wodon, 2003. "Transient and chronic poverty in turbulent times: Argentina 1995-2002," Economics Bulletin, AccessEcon, vol. 9(3), pages 1-12.
    60. Wilhelm, Mark Ottoni & Brown, Eleanor & Rooney, Patrick M. & Steinberg, Richard, 2008. "The intergenerational transmission of generosity," Journal of Public Economics, Elsevier, vol. 92(10-11), pages 2146-2156, October.
    61. Eliasson, Kent & Westerlund, Olle, 2019. "Graduate migration, self-selection and urban wage premiums across the regional hierarchy," Umeå Economic Studies 962, Umeå University, Department of Economics.
    62. T. Robert Fetter & Michael Ash, 2002. "Who Lives on the Wrong Side of the Environmental Tracks? Evidence from the EPA's Risk-Screening Environmental Indicators Model," Working Papers wp50, Political Economy Research Institute, University of Massachusetts at Amherst.
    63. Chen, Songnian & Wang, Qian, 2020. "Semiparametric estimation of a censored regression model with endogeneity," Journal of Econometrics, Elsevier, vol. 215(1), pages 239-256.
    64. Charlie Karlsson & Börje Johansson & Roger R. Stough (ed.), 2012. "The Regional Economics of Knowledge and Talent," Books, Edward Elgar Publishing, number 13425.
    65. Joao Ricardo Faria & Le Wang & Zhongmin Wu, 2009. "Debts on debts," NBS Discussion Papers in Economics 2009/7, Economics, Nottingham Business School, Nottingham Trent University.
    66. Komlos, John, 2003. "How to (and How Not to) Analyze Deficient Height Samples," Discussion Papers in Economics 56, University of Munich, Department of Economics.
    67. Karin Joeveer, 2004. "Does bank failure affect client firms? Micro evidence from Estonia," CERGE-EI Working Papers wp224, The Center for Economic Research and Graduate Education - Economics Institute, Prague.

  14. Khan, Shakeeb & Powell, James L., 2001. "Two-step estimation of semiparametric censored regression models," Journal of Econometrics, Elsevier, vol. 103(1-2), pages 73-110, July.

    Cited by:

    1. Victor Chernozhukov & Ivan Fernandez-Val & Amanda Kowalski, 2011. "Quantile regression with censoring and endogeneity," CeMMAP working papers CWP20/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    2. Sreejata Banerjee, 2012. "Basel I and Basel II Compliance: Issues for Banks in India," Working Papers 2012-068, Madras School of Economics,Chennai,India.
    3. Chen, Songnian, 2018. "Sequential estimation of censored quantile regression models," Journal of Econometrics, Elsevier, vol. 207(1), pages 30-52.
    4. Cid, Alejandro & Ferrés, Daniel & Rossi, Máximo, 2018. "Testing Happiness Hypothesis among the Elderly," MPRA Paper 84745, University Library of Munich, Germany.
    5. Alejandro Cid & Daniel Ferres & Máximo Rossi, 2008. "Subjective Well-Being in the Southern Cone: Health, Income and Family," Documentos de Trabajo (working papers) 1308, Department of Economics - dECON.
    6. Siemroth, Christoph & Hornuf, Lars, 2023. "Why Do Retail Investors Pick Green Investments? A Lab-in-the-Field Experiment with Crowdfunders," Journal of Economic Behavior & Organization, Elsevier, vol. 209(C), pages 74-90.
    7. Seoyun Hong, 2023. "Censored Quantile Regression with Many Controls," Papers 2303.02784, arXiv.org.
    8. Tao Chen & Gautam Tripathi, 2014. "A simple consistent test of conditional symmetry in symmetrically trimmed tobit models," DEM Discussion Paper Series 14-04, Department of Economics at the University of Luxembourg.
    9. J.-M. Daussin-Benichou & A. Mauroux, 2014. "Turning the heat up. How sensitive are households to fiscal incentives on energy efficiency investments?," Documents de Travail de l'Insee - INSEE Working Papers g2014-06, Institut National de la Statistique et des Etudes Economiques.
    10. Billingsley Kaambwa & Lucinda Billingham & Stirling Bryan, 2013. "Mapping utility scores from the Barthel index," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 14(2), pages 231-241, April.
    11. Raphael Calel, 2020. "Adopt or Innovate: Understanding Technological Responses to Cap-and-Trade," American Economic Journal: Economic Policy, American Economic Association, vol. 12(3), pages 170-201, August.
    12. Randall A. Lewis & James B. McDonald, 2014. "Partially Adaptive Estimation of the Censored Regression Model," Econometric Reviews, Taylor & Francis Journals, vol. 33(7), pages 732-750, October.
    13. Gaynor Martin & Li Jian & Vogt William B, 2007. "Substitution, Spending Offsets, and Prescription Drug Benefit Design," Forum for Health Economics & Policy, De Gruyter, vol. 10(2), pages 1-33, July.
    14. Raphael Calel & Antoine Dechezlepretre, 2012. "Environmental Policy and Directed Technological Change: Evidence from the European carbon market," Working Papers 1208, Chaire Economie du climat.
    15. Dimitrios Bakas & Theodore Panagiotidis & Gianluigi Pelloni, 2023. "Labor Reallocation and Unemployment Fluctuations: A Tale of Two Tails," Working Paper series 23-07, Rimini Centre for Economic Analysis.
    16. Maria Karlsson & Thomas Laitila, 2014. "Finite mixture modeling of censored regression models," Statistical Papers, Springer, vol. 55(3), pages 627-642, August.
    17. Asankha Pallegedara, 2012. "Demand for private tutoring in a free education country. The case of Sri Lanka," International Journal of Education Economics and Development, Inderscience Enterprises Ltd, vol. 3(4), pages 375-393.
    18. Choi, Jin-young & Lee, Myoung-jae, 2019. "Twins are more different than commonly believed, but made less different by compensating behaviors," Economics & Human Biology, Elsevier, vol. 35(C), pages 18-31.
    19. Paul A. Raschky & Reimund Schwarze & Manijeh Schwindt & Ferdinand Zahn, 2010. "Uncertainty of Governmental Relief and the Crowding out of Insurance," Monash Economics Working Papers 05-10, Monash University, Department of Economics.
    20. Ismael Arciniegas Rueda, 2012. "Empirical Analysis Of Speculative Attacks With Contractionary Real Effects," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 19(2), pages 102-127, April.
    21. O'Toole, Conor M. & Newman, Carol F. & Hennessy, Thia C., 2011. "The role of financing frictions in agricultural investment decisions: an analysis pre and post financial crisis," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 114568, European Association of Agricultural Economists.
    22. Yiguo Sun & Thanasis Stengos, 2008. "The absolute health income hypothesis revisited: a semiparametric quantile regression approach," Empirical Economics, Springer, vol. 35(2), pages 395-412, September.
    23. Patric Müller & Sara Geer, 2016. "Censored linear model in high dimensions," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 25(1), pages 75-92, March.
    24. Cizek, P., 2008. "Semiparametric Robust Estimation of Truncated and Censored Regression Models," Discussion Paper 2008-34, Tilburg University, Center for Economic Research.
    25. Pollmann, Daniel & Dohmen, Thomas & Palm, Franz C., 2012. "Robust Estimation of Wage Dispersion with Censored Data: An Application to Occupational Earnings Risk and Risk Attitudes," IZA Discussion Papers 6447, Institute of Labor Economics (IZA).
    26. Oberhofer, Walter & Haupt, Harry, 2005. "Consistency of nonlinear regression quantiles under Type I censoring weak dependence and general covariate design," University of Regensburg Working Papers in Business, Economics and Management Information Systems 406, University of Regensburg, Department of Economics.
    27. Jaya Prakash Pradhan & Mohammad Zohair & Mallikarjun V. Alagawadi, 2013. "Regional Policies, Firm Characteristics and Exporting in the Indian State of Karnataka," Foreign Trade Review, , vol. 48(1), pages 45-81, February.
    28. Judith Chevalier & Austan Goolsbee, 2003. "Measuring Prices and Price Competition Online: Amazon.com and BarnesandNoble.com," Quantitative Marketing and Economics (QME), Springer, vol. 1(2), pages 203-222, June.
    29. Victor Chernozhukov & Han Hong, 2023. "An MCMC Approach to Classical Estimation," Papers 2301.07782, arXiv.org.
    30. Cid, Alejandro & Ferrés, Daniel & Rossi, Máximo, 2009. "Subjective Well-Being among the Elderly in the Southern Cone: Health, Income and Family," MPRA Paper 84785, University Library of Munich, Germany.
    31. Karin Jõeveer, 2016. "Does Bank Failure Affect Client Firms? Micro Evidence from Estonia," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 15(3), pages 310-332, December.
    32. Liang, Che-Yuan, 2009. "Nonparametric Structural Estimation of Labor Supply in the Presence of Censoring," Working Paper Series 2009:8, Uppsala University, Department of Economics.
    33. Cizek, P. & Sadikoglu, S., 2014. "Bias-Corrected Quantile Regression Estimation of Censored Regression Models," Other publications TiSEM b351916f-03f7-4763-b47c-4, Tilburg University, School of Economics and Management.
    34. ChunJing Li & Yun Li & Xue Ding & XiaoGang Dong, 2020. "DGQR estimation for interval censored quantile regression with varying-coefficient models," PLOS ONE, Public Library of Science, vol. 15(11), pages 1-17, November.
    35. Daniel Pollmann & Thomas Dohmen & Franz Palm, 2020. "Dispersion estimation; Earnings risk; Censoring; Quantile regression; Occupational choice; Sorting; Risk preferences; SOEP; IABS," ECONtribute Discussion Papers Series 028, University of Bonn and University of Cologne, Germany.
    36. Fan, Yanqin & Liu, Ruixuan, 2018. "Partial identification and inference in censored quantile regression," Journal of Econometrics, Elsevier, vol. 206(1), pages 1-38.
    37. Paul Clist, 2009. "25 Years of Aid Allocation Practice: Comparing Donors and Eras," Discussion Papers 09/11, University of Nottingham, CREDIT.
    38. Ding, Weili & Zhang, Yuan, 2014. "When a son is born: The impact of fertility patterns on family finance in rural China," China Economic Review, Elsevier, vol. 30(C), pages 192-208.
    39. Cizek, P. & Sadikoglu, S., 2014. "Bias-Corrected Quantile Regression Estimation of Censored Regression Models," Discussion Paper 2014-060, Tilburg University, Center for Economic Research.
    40. Jad Beyhum & Lorenzo Tedesco & Ingrid Van Keilegom, 2022. "Instrumental variable quantile regression under random right censoring," Papers 2209.01429, arXiv.org, revised Feb 2023.
    41. Bilias, Yannis & Florios, Kostas & Skouras, Spyros, 2019. "Exact computation of Censored Least Absolute Deviations estimator," Journal of Econometrics, Elsevier, vol. 212(2), pages 584-606.
    42. Lin, Guixian & He, Xuming & Portnoy, Stephen, 2012. "Quantile regression with doubly censored data," Computational Statistics & Data Analysis, Elsevier, vol. 56(4), pages 797-812.
    43. Blundell, Richard & Powell, James L., 2007. "Censored regression quantiles with endogenous regressors," Journal of Econometrics, Elsevier, vol. 141(1), pages 65-83, November.
    44. Genya Kobayashi & Hideo Kozumi, 2012. "Bayesian analysis of quantile regression for censored dynamic panel data," Computational Statistics, Springer, vol. 27(2), pages 359-380, June.
    45. Aurora Galego & João Pereira, 2010. "Evidence On Gender Wage Discrimination In Portugal: Parametric And Semi‐Parametric Approaches," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 56(4), pages 651-666, December.
    46. Chen, Songnian & Khan, Shakeeb, 2003. "Rates of convergence for estimating regression coefficients in heteroskedastic discrete response models," Journal of Econometrics, Elsevier, vol. 117(2), pages 245-278, December.
    47. Urban Gråsjö, 2012. "Imports, R&D and Local Patent Production," Chapters, in: Charlie Karlsson & Börje Johansson & Roger R. Stough (ed.), The Regional Economics of Knowledge and Talent, chapter 14, Edward Elgar Publishing.
    48. Honore, Bo & Khan, Shakeeb & Powell, James L., 2002. "Quantile regression under random censoring," Journal of Econometrics, Elsevier, vol. 109(1), pages 67-105, July.
    49. Chen, Songnian & Wang, Qian, 2023. "Quantile regression with censoring and sample selection," Journal of Econometrics, Elsevier, vol. 234(1), pages 205-226.
    50. Mnasri, Ayman & Nechi, Salem, 2019. "New Approach to Estimating Gravity Models with Heteroscedasticity and Zero Trade Values," MPRA Paper 93426, University Library of Munich, Germany.
    51. Anne Solaz & François-Charles Wolff, 2013. "Intergenerational correlation of domestic work: Does gender matter?," Working Papers halshs-00853391, HAL.
    52. Fabio Sigrist & Werner A. Stahel, 2010. "Using The Censored Gamma Distribution for Modeling Fractional Response Variables with an Application to Loss Given Default," Papers 1011.1796, arXiv.org, revised May 2012.
    53. Ana Maria Herrera & Pinar Ozbay, 2005. "A Dynamic Model of Central Bank Intervention," Working Papers 0501, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
    54. Conor M. O'Toole & Carol Newman & Thia Hennessy, 2011. "The role of investment, fundamental Q and financing frictions in agricultural investment decisions: an analysis pre and post financial crisis," Working Papers 1101, Rural Economy and Development Programme,Teagasc.
    55. Andrade, Sandro C. & Bernile, Gennaro & Hood, Frederick M., 2014. "SOX, corporate transparency, and the cost of debt," Journal of Banking & Finance, Elsevier, vol. 38(C), pages 145-165.
    56. Rodenberg Ryan & Kim Jun Woo, 2012. "Testing the On-Court Efficacy of the NBA's Age Eligibility Rule," Journal of Quantitative Analysis in Sports, De Gruyter, vol. 8(2), pages 1-23, June.
    57. Steven Caudill, 2012. "A partially adaptive estimator for the censored regression model based on a mixture of normal distributions," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 21(2), pages 121-137, June.
    58. Zhen Liu & Arne Henningsen, 2016. "The effects of China's Sloping Land Conversion Program on agricultural households," Agricultural Economics, International Association of Agricultural Economists, vol. 47(3), pages 295-307, May.
    59. Müller, Kai-Uwe, 2012. "Estimating the employment effects of a minimum wage from a cross-sectional wage distribution. A semi-parametric approach," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 62019, Verein für Socialpolitik / German Economic Association.
    60. Guosheng Yin & Jianwen Cai, 2005. "Quantile Regression Models with Multivariate Failure Time Data," Biometrics, The International Biometric Society, vol. 61(1), pages 151-161, March.
    61. Guillermo Cruces & Quentin T. Wodon, 2003. "Transient and chronic poverty in turbulent times: Argentina 1995-2002," Economics Bulletin, AccessEcon, vol. 9(3), pages 1-12.
    62. Wilhelm, Mark Ottoni & Brown, Eleanor & Rooney, Patrick M. & Steinberg, Richard, 2008. "The intergenerational transmission of generosity," Journal of Public Economics, Elsevier, vol. 92(10-11), pages 2146-2156, October.
    63. Eliasson, Kent & Westerlund, Olle, 2019. "Graduate migration, self-selection and urban wage premiums across the regional hierarchy," Umeå Economic Studies 962, Umeå University, Department of Economics.
    64. Viola, Alessandra Pasqualina & Klotzle, Marcelo Cabus & Pinto, Antonio Carlos Figueiredo & da Silveira Barbedo, Claudio Henrique, 2019. "Foreign exchange interventions in Brazil and their impact on volatility: A quantile regression approach," Research in International Business and Finance, Elsevier, vol. 47(C), pages 251-263.
    65. Yuanshan Wu & Yanyuan Ma & Guosheng Yin, 2015. "Smoothed and Corrected Score Approach to Censored Quantile Regression With Measurement Errors," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 110(512), pages 1670-1683, December.
    66. Yanlin Tang & Huixia Wang & Xuming He & Zhongyi Zhu, 2012. "An informative subset-based estimator for censored quantile regression," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 21(4), pages 635-655, December.
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    1. Anna Cristina D'Addio & Bo E. Honoré, 2002. "Duration dependence and time varying variables in discrete time duration models," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 D6-3, International Conferences on Panel Data.
    2. Rettenmaier, Andrew J. & Wang, Zijun, 2006. "Persistence in Medicare reimbursements and personal medical accounts," Journal of Health Economics, Elsevier, vol. 25(1), pages 39-57, January.
    3. Jiménez, Gabriel & Ongena, Steven & Peydró, José-Luis & Saurina, Jesús, 2014. "Hazardous times for monetary policy: what do twenty-three million bank loans say about the effects of monetary policy on credit risk-taking?," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 82(2), pages 463-505.
    4. Jakob R. Munch & Daniel X., 2008. "Decomposing Firm-level Sales Variation," EPRU Working Paper Series 2009-05, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, revised Jun 2009.
    5. Maria Parisi & Alessandro Sembenelli, 2003. "Is Private R & D Spending Sensitive to Its Price? Empirical Evidence on Panel Data for Italy," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 30(4), pages 357-377, December.
    6. Ghanem, Dalia, 2017. "Testing identifying assumptions in nonseparable panel data models," Journal of Econometrics, Elsevier, vol. 197(2), pages 202-217.
    7. Mohnen, Pierre & Raymond, Wladimir & Palm, Franz & Schim van der Loeff, Sybrand, 2007. "The Behavior of the Maximum Likelihood Estimator of Dynamic Panel Data Sample Selection Models," MERIT Working Papers 2007-007, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
    8. Choi, Jin-young & Lee, Myoung-jae, 2019. "Twins are more different than commonly believed, but made less different by compensating behaviors," Economics & Human Biology, Elsevier, vol. 35(C), pages 18-31.
    9. Hongfei Zhu, 2009. "The Relationship Between Investment and Fund Raising: An Empirical study to Japanese Manufacturing Firms," Economics Bulletin, AccessEcon, vol. 29(1), pages 357-367.
    10. Olinto, Pedro & Carter, Michael R., 2000. "Getting Institutions 'Right' For Whom: Credit Constraints And The Impact Of Property Rights On The Quantity And Composition Of Investment," Staff Papers 12645, University of Wisconsin-Madison, Department of Agricultural and Applied Economics.
    11. Lee, Myoung-jae, 2001. "First-difference estimator for panel censored-selection models," Economics Letters, Elsevier, vol. 70(1), pages 43-49, January.
    12. Malikov, Emir & Kumbhakar, Subal C. & Sun, Yiguo, 2016. "Varying coefficient panel data model in the presence of endogenous selectivity and fixed effects," Journal of Econometrics, Elsevier, vol. 190(2), pages 233-251.
    13. Badi Baltagi & Seuck Song, 2006. "Unbalanced panel data: A survey," Statistical Papers, Springer, vol. 47(4), pages 493-523, October.
    14. Mathieu Bunel, 2012. "Evaluer un dispositif sectoriel d'aide à l'emploi : L'exemple des hôtels cafés restaurants de 2004 à 2009," Working Papers halshs-00736693, HAL.
    15. Olaf Hübler, 2006. "Multilevel and nonlinear panel data models," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 90(1), pages 121-136, March.
    16. Peng, Jiachao & Xiao, Jianzhong & Zhang, Lian & Wang, Teng, 2020. "The impact of China's ‘Atmosphere Ten Articles’ policy on total factor productivity of energy exploitation: Empirical evidence using synthetic control methods," Resources Policy, Elsevier, vol. 65(C).
    17. Lin, Boqiang & Zhu, Junpeng, 2019. "Impact of energy saving and emission reduction policy on urban sustainable development: Empirical evidence from China," Applied Energy, Elsevier, vol. 239(C), pages 12-22.
    18. Anastasia Semykina & Jeffrey M. Wooldridge, 2018. "Binary response panel data models with sample selection and self‐selection," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(2), pages 179-197, March.
    19. Lara Lebedinski & Cristiano Perugini & Marko Vladisavljević, 2023. "Child penalty in Russia: evidence from an event study," Review of Economics of the Household, Springer, vol. 21(1), pages 173-215, March.
    20. Zamnius, Alexey & Polbin, Andrey, 2021. "Estimating intertemporal elasticity of substitution of labor supply for married women in Russia," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 64, pages 23-48.
    21. Teplykh, Grigorii, 2015. "Drivers of innovation activity of manufacturing enterprises in Russia," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 38(2), pages 83-110.
    22. Hübler, Olaf, 2005. "Panel Data Econometrics: Modelling and Estimation," Hannover Economic Papers (HEP) dp-319, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    23. Lisa Farrell & Paul Frijters & Michael A. Shields, 2002. "The Economic Motives for Child Allowances: Altruism, Exchange or Value of Independence?," Discussion Papers Series 446, School of Economics, University of Queensland, Australia.
    24. Lee, Myoung-jae & Cho, Myeong-hyeon, 2002. "Validity of LSE for trimmed and differenced panel data due to absorbing attrition," Economics Letters, Elsevier, vol. 74(2), pages 251-256, January.
    25. Ye, Xiaoqing & Xu, Juan & Wu, Xiangjun, 2018. "Estimation of an unbalanced panel data Tobit model with interactive effects," Journal of choice modelling, Elsevier, vol. 28(C), pages 108-123.
    26. Ming Yi & Yiqian Wang & Modan Yan & Lina Fu & Yao Zhang, 2020. "Government R&D Subsidies, Environmental Regulations, and Their Effect on Green Innovation Efficiency of Manufacturing Industry: Evidence from the Yangtze River Economic Belt of China," IJERPH, MDPI, vol. 17(4), pages 1-17, February.

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    1. Ludsteck, Johannes & Jacobebbinghaus, Peter, 2005. "Strike activity and centralisation in wage setting," IAB-Discussion Paper 200522, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
    2. Daniel Becker & Alois Kneip & Valentin Patilea, 2021. "Semiparametric inference for partially linear regressions with Box-Cox transformation," Papers 2106.10723, arXiv.org.
    3. Savin, N.E. & Wurtz, Allan H., 2001. "Semiparametric Estimation of the Box-Cox Model Preliminary and Incomplete," Working Papers 2001-01, University of Iowa, Department of Economics.
    4. Komunjer, Ivana, 2009. "Global identification of the semiparametric Box-Cox model," Economics Letters, Elsevier, vol. 104(2), pages 53-56, August.
    5. Kazumitsu Nawata, 2015. "Robust estimation based on the third-moment restriction of the error terms for the Box-Cox transformation model: An estimator consistent under heteroscedasticity," Economics Bulletin, AccessEcon, vol. 35(2), pages 1056-1064.
    6. Kazumitsu Nawata, 2013. "A new estimator of the Box-Cox transformation model using moment conditions," Economics Bulletin, AccessEcon, vol. 33(3), pages 2287-2297.

  18. Powell, James L. & Stoker, Thomas M., 1996. "Optimal bandwidth choice for density-weighted averages," Journal of Econometrics, Elsevier, vol. 75(2), pages 291-316, December.
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    5. Lant Pritchett & Asep Suryahadi & Sudarno Sumarto, "undated". "Quantifying Vulnerability to Poverty: A Proposed Measure, with Application to Indonesia," Working Papers 423, Publications Department.
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    7. Gruber, Jonathan, 2000. "Cash welfare as a consumption smoothing mechanism for divorced mothers," Journal of Public Economics, Elsevier, vol. 75(2), pages 157-182, February.
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    5. Chen, Songnian, 1997. "Semiparametric estimation of the Type-3 Tobit model," Journal of Econometrics, Elsevier, vol. 80(1), pages 1-34, September.
    6. Cid, Alejandro & Ferrés, Daniel & Rossi, Máximo, 2018. "Testing Happiness Hypothesis among the Elderly," MPRA Paper 84745, University Library of Munich, Germany.
    7. Alejandro Cid & Daniel Ferres & Máximo Rossi, 2008. "Subjective Well-Being in the Southern Cone: Health, Income and Family," Documentos de Trabajo (working papers) 1308, Department of Economics - dECON.
    8. Chen, Songnian & Khan, Shakeeb, 2000. "Estimating censored regression models in the presence of nonparametric multiplicative heteroskedasticity," Journal of Econometrics, Elsevier, vol. 98(2), pages 283-316, October.
    9. Sabrina L. Di Addario & Patrick M. Kline & Raffaele Saggio & Mikkel Sølvsten, 2021. "It Ain’t Where You’re From, It’s Where You’re At: Hiring Origins, Firm Heterogeneity, and Wages," NBER Working Papers 28917, National Bureau of Economic Research, Inc.
    10. Honore, Bo E. & Hu, Luojia, 2004. "Estimation of cross sectional and panel data censored regression models with endogeneity," Journal of Econometrics, Elsevier, vol. 122(2), pages 293-316, October.
    11. Ichimura, Hidehiko & Todd, Petra E., 2007. "Implementing Nonparametric and Semiparametric Estimators," Handbook of Econometrics, in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 6, chapter 74, Elsevier.
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    49. Alan Sule & Honoré Bo E. & Hu Luojia & Leth-Petersen Søren, 2014. "Estimation of Panel Data Regression Models with Two-Sided Censoring or Truncation," Journal of Econometric Methods, De Gruyter, vol. 3(1), pages 1-20, January.
    50. Patricia Moreno-Mencía & Juan M. Rodríguez-Poo & David Cantarero-Prieto, 2021. "A Multi-step Process Approach for Estimating Public Sector Wages. The Spanish Expe¬rience," Hacienda Pública Española / Review of Public Economics, IEF, vol. 237(2), pages 33-56, June.
    51. Sabrina Di Addario & Patrick Kline & Raffaele Saggio & Mikkel Soelvsten, 2022. "It ain't where you're from it's where you're at: firm effects, state dependence, and the gender wage gap," Temi di discussione (Economic working papers) 1374, Bank of Italy, Economic Research and International Relations Area.
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    1. Daniel S. Hamermesh, 2000. "The Craft of Labormetrics," ILR Review, Cornell University, ILR School, vol. 53(3), pages 363-380, April.
    2. Alberto Abadie, 2000. "Semiparametric Estimation of Instrumental Variable Models for Causal Effects," NBER Technical Working Papers 0260, National Bureau of Economic Research, Inc.

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    16. Fabrizio Cipollini & Giampiero M. Gallo & Alessandro Palandri, 2023. "Modeling and evaluating conditional quantile dynamics in VaR forecasts," Papers 2305.20067, arXiv.org.
    17. Hautsch, Nikolaus & Schaumburg, Julia & Schienle, Melanie, 2011. "Financial network systemic risk contributions," SFB 649 Discussion Papers 2011-072, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    18. Andreou, E. & Werker, B.J.M., 2004. "An Alternative Asymptotic Analysis of Residual-Based Statistics," Discussion Paper 2004-56, Tilburg University, Center for Economic Research.
    19. Sergio Firpo, 2007. "Efficient Semiparametric Estimation of Quantile Treatment Effects," Econometrica, Econometric Society, vol. 75(1), pages 259-276, January.
    20. Balestra, Simone & Backes-Gellner, Uschi, 2017. "Heterogeneous returns to education over the wage distribution: Who profits the most?," Labour Economics, Elsevier, vol. 44(C), pages 89-105.
    21. Elise Coudin & Jean-Marie Dufour, 2017. "Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogenous dependent errors," CIRANO Working Papers 2017s-06, CIRANO.
    22. Wolters, Maik H., 2012. "Estimating monetary policy reaction functions using quantile regressions," Journal of Macroeconomics, Elsevier, vol. 34(2), pages 342-361.
    23. Grimard, Franque, 1997. "Household consumption smoothing through ethnic ties: evidence from Cote d'Ivoire," Journal of Development Economics, Elsevier, vol. 53(2), pages 391-422, August.
    24. Sokbae (Simon) Lee, 2004. "Endogeneity in quantile regression models: a control function approach," CeMMAP working papers CWP08/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    25. Garcia-Jorcano, Laura & Sanchis-Marco, Lidia, 2022. "Spillover effects between commodity and stock markets: A SDSES approach," Resources Policy, Elsevier, vol. 79(C).
    26. Atella, Vincenzo & Pace, Noemi & Vuri, Daniela, 2008. "Are employers discriminating with respect to weight?: European Evidence using Quantile Regression," Economics & Human Biology, Elsevier, vol. 6(3), pages 305-329, December.
    27. Mathias D. Cattaneo & Richard K. Crump & Michael Jansson, 2007. "Optimal Inference for Instrumental Variables Regression with non-Gaussian Errors," CREATES Research Papers 2007-11, Department of Economics and Business Economics, Aarhus University.
    28. Gabriela Bezerra Medeiros & Marcelo Savino Portugal & Edilean Kleber da Silva Bejarano Aragón, 2017. "Endogeneity and nonlinearities in Central Bank of Brazil’s reaction functions: an inverse quantile regression approach," Empirical Economics, Springer, vol. 53(4), pages 1503-1527, December.
    29. Elise COUDIN, Jean-Marie DUFOUR, 2008. "Hodges-Lehmann Sign-based Estimators and Generalized Confidence Distributions in Linear Median Regressions with Moment-free Heterogenous Errors and Dependence of Unknown Form," Working Papers 2008-33, Center for Research in Economics and Statistics.
    30. Komarova Tatiana & Severini Thomas A. & Tamer Elie T., 2012. "Quantile Uncorrelation and Instrumental Regressions," Journal of Econometric Methods, De Gruyter, vol. 1(1), pages 2-14, August.
    31. Maresa, SPRIETSMA & Fabio, WALTENBERG, 2005. "The impact of teachers’ wages on students’ performance in the presence of heterogeneity and endogeneity. Evidence from Brazil," Discussion Papers (ECON - Département des Sciences Economiques) 2005008, Université catholique de Louvain, Département des Sciences Economiques.
    32. Omar Arias & Kevin F. Hallock & Walter Sosa Escudero, 1999. "Individual Heterogeneity in the Returns to Schooling: Instrumental Variables Quantile Regression using Twins Data," IIE, Working Papers 016, IIE, Universidad Nacional de La Plata.
    33. Tae-Hwan Kim & Christophe Muller, 2012. "Bias Transmission and Variance Reduction in Two-Stage Quantile Regression," Working Papers halshs-00793372, HAL.
    34. Grigory Franguridi & Bulat Gafarov & Kaspar Wüthrich, 2021. "Conditional Quantile Estimators: A Small Sample Theory," CESifo Working Paper Series 9046, CESifo.
    35. Zeno Adams & Roland Füss & Felix Schindler, 2015. "The Sources of Risk Spillovers among U.S. REITs: Financial Characteristics and Regional Proximity," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 43(1), pages 67-100, March.
    36. Antonio Rubia Serrano & Lidia Sanchis-Marco, 2015. "Measuring Tail-Risk Cross-Country Exposures in the Banking Industry," Working Papers. Serie AD 2015-01, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    37. Andrew Chesher, 2002. "Instrumental Values," CeMMAP working papers CWP17/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    38. Tae-Hwan Kim & Christophe Muller, 2013. "A Test for Endogeneity in Conditional Quantiles," AMSE Working Papers 1342, Aix-Marseille School of Economics, France, revised Aug 2013.
    39. Elsy Thomas Kizhakethalackal & Debasri Mukherjee & Eskander Alvi, 2013. "Quantile regression analysis of health-aid and infant mortality: a note," Applied Economics Letters, Taylor & Francis Journals, vol. 20(13), pages 1197-1201, September.
    40. Liu, Sezhu & Hite, Diane, 2013. "Measuring the Effect of Green Space on Property Value: An Application of the Hedonic Spatial Quantile Regression," 2013 Annual Meeting, February 2-5, 2013, Orlando, Florida 143045, Southern Agricultural Economics Association.
    41. Tae-Hwan Kim & Christophe Muller, 2012. "A test for endogeneity in conditional quantile models," Working papers 2012rwp-49, Yonsei University, Yonsei Economics Research Institute.
    42. Gilles Dufrénot & Valérie Mignon & Charalambos Tsangarides, 2009. "The Trade-Growth Nexus in the Developing Countries: a Quantile Regression Approach," Working Papers 2009-04, CEPII research center.
    43. Kan, Kamhon & Tsai, Wei-Der, 2004. "Obesity and risk knowledge," Journal of Health Economics, Elsevier, vol. 23(5), pages 907-934, September.
    44. Kuo, Chii-Shyan & Yu, Shih-Ti, 2013. "The non-uniform pricing effect of employee stock options using quantile regression," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 400-415.
    45. Jia-Young Michael Fu & Joel L. Horowitz & Matthias Parey, 2015. "Testing exogeneity in nonparametric instrumental variables identified by conditional quantile restrictions," CeMMAP working papers CWP68/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    46. Joel L. Horowitz & Sokbae Lee, 2007. "Nonparametric Instrumental Variables Estimation of a Quantile Regression Model," Econometrica, Econometric Society, vol. 75(4), pages 1191-1208, July.
    47. Chernozhukov, Victor & Hansen, Christian, 2006. "Instrumental quantile regression inference for structural and treatment effect models," Journal of Econometrics, Elsevier, vol. 132(2), pages 491-525, June.
    48. Andreou, E. & Werker, B.J.M., 2004. "An Alternative Asymptotic Analysis of Residual-Based Statistics," Other publications TiSEM 93fe16c1-9f21-4dab-9b73-4, Tilburg University, School of Economics and Management.
    49. Shin-Yi Chou & Echu Liu & Min-Jen Lin & Jin-Tan Liu, 2015. "Better peers, better scores? A study of twin junior high school graduates in Taiwan," Applied Economics, Taylor & Francis Journals, vol. 47(32), pages 3462-3481, July.
    50. Tae-Hwan Kim & Halbert White, 2003. "Estimation, Inference, And Specification Testing For Possibly Misspecified Quantile Regression," Advances in Econometrics, in: Maximum Likelihood Estimation of Misspecified Models: Twenty Years Later, pages 107-132, Emerald Group Publishing Limited.
    51. Elise Coudin & Jean-Marie Dufour, 2010. "Finite and Large Sample Distribution-Free Inference in Median Regressions with Instrumental Variables," Working Papers 2010-56, Center for Research in Economics and Statistics.
    52. Hung, Jessica & Chang, Vincent Y. L., 2018. "The analysis of capital structure for propertyliability insurers: A quantile regression approach," Business and Economic Horizons (BEH), Prague Development Center, vol. 14(4), pages 829-850, August.
    53. Christophe Muller & Tae-Hwan Kim, 2005. "Two-Stage Huber Estimation," Working Papers. Serie AD 2005-17, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    54. Sakata, Shinichi, 2007. "Instrumental variable estimation based on conditional median restriction," Journal of Econometrics, Elsevier, vol. 141(2), pages 350-382, December.
    55. Jamal Bouoiyour & Amal Miftah & Refk Selmi, 2019. "The economic contribution of immigration on Europe: Fresh evidence from a “hybrid” quantile regression model," Working Papers hal-02346700, HAL.
    56. William Miles & Samuel Schreyer, 2014. "Is monetary policy non-linear in Latin America? a quantile regression approach to Brazil, Chile, Mexico and Peru," Journal of Developing Areas, Tennessee State University, College of Business, vol. 48(2), pages 169-183, April-Jun.
    57. Juan Carlos Escanciano & Chuan Goh, 2010. "Specification Analysis of Structural Quantile Regression Models," Working Papers tecipa-415, University of Toronto, Department of Economics.
    58. Zongwu Cai & Ying Fang & Dingshi Tian, 2024. "CAViaR Model Selection Via Adaptive Lasso," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202403, University of Kansas, Department of Economics, revised Jan 2024.
    59. Gabriela Bezerra De Medeiros & Marcelo Savino Portugal & Edilean Kleber Da Silva Bejarano Aragon, 2016. "Endogeneity And Nonlinearities In Central Bank Of Brazil’S Reaction Functions: An Inverse Quantile Regression Approach," Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting] 061, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    60. Angel López-Nicolás & Jaume García & Pedro J. Hernández, 2001. "How wide is the gap? An investigation of gender wage differences using quantile regression," Empirical Economics, Springer, vol. 26(1), pages 149-167.
    61. Sølvsten, Mikkel, 2020. "Robust estimation with many instruments," Journal of Econometrics, Elsevier, vol. 214(2), pages 495-512.

  33. Amemiya, Takeshi & Powell, James L., 1981. "A comparison of the Box-Cox maximum likelihood estimator and the non-linear two-stage least squares estimator," Journal of Econometrics, Elsevier, vol. 17(3), pages 351-381, December.

    Cited by:

    1. Horowitz, Joel L., 2004. "Semiparametric models," Papers 2004,17, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE).
    2. Jason Abrevaya, 2002. "Computing Marginal Effects In The Box-Cox Model," Econometric Reviews, Taylor & Francis Journals, vol. 21(3), pages 383-393.
    3. Daniel Becker & Alois Kneip & Valentin Patilea, 2021. "Semiparametric inference for partially linear regressions with Box-Cox transformation," Papers 2106.10723, arXiv.org.
    4. David Vincent, 2023. "A robust test for linear and log-linear models against Box-Cox alternatives," UK Stata Conference 2023 20, Stata Users Group.
    5. Rulon D. Pope & Jeffrey LaFrance, 2012. "Robust Error Specification in a Production System," Monash Economics Working Papers 17-12, Monash University, Department of Economics.
    6. Yen, Steven T. & Dellenbarger, Lynn E. & Schupp, Alvin R., 1995. "Determinants Of Participation And Consumption: The Case Of Crawfish In South Louisiana," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 27(1), pages 1-10, July.
    7. Savin, N.E. & Wurtz, Allan H., 2001. "Semiparametric Estimation of the Box-Cox Model Preliminary and Incomplete," Working Papers 2001-01, University of Iowa, Department of Economics.
    8. Powell, James L., 1996. "Rescaled methods-of-moments estimation for the Box-Cox regression model," Economics Letters, Elsevier, vol. 51(3), pages 259-265, June.
    9. Weigand, Roland, 2014. "Matrix Box-Cox Models for Multivariate Realized Volatility," University of Regensburg Working Papers in Business, Economics and Management Information Systems 478, University of Regensburg, Department of Economics.
    10. Jensen, Helen H. & Yen, Steven T., 1996. "Food Expenditures Away From Home by Type of Meal," ISU General Staff Papers 199603010800001170, Iowa State University, Department of Economics.
    11. Carroll, Robert & Yinger, John, 1994. "Is the Property Tax a Benefit Tax? The Case of Rental Housing," National Tax Journal, National Tax Association;National Tax Journal, vol. 47(2), pages 295-316, June.
    12. Komunjer, Ivana, 2009. "Global identification of the semiparametric Box-Cox model," Economics Letters, Elsevier, vol. 104(2), pages 53-56, August.
    13. Malik Muhammad Shehr Yar & Attiya Yasmin Javid, 2014. "Liquidity Benefits From Underpricing: Evidence from Initial Public Offerings Listed at Karachi Stock Exchange," PIDE-Working Papers 2014:101, Pakistan Institute of Development Economics.
    14. Godfrey, Leslie G & McAleer, Michael & McKenzie, Colin R, 1988. "Variable Addition and LaGrange Multiplier Tests for Linear and Logarithmic Regression Models," The Review of Economics and Statistics, MIT Press, vol. 70(3), pages 492-503, August.
    15. Martinez-Espineira, Roberto, 2006. "A Box-Cox Double-Hurdle model of wildlife valuation: The citizen's perspective," Ecological Economics, Elsevier, vol. 58(1), pages 192-208, June.
    16. Steven Yen, 1995. "Alternative transformations in a class of limited dependent variable models: alcohol consumption by US women," Applied Economics Letters, Taylor & Francis Journals, vol. 2(8), pages 258-262.
    17. Kazumitsu Nawata, 2013. "A new estimator of the Box-Cox transformation model using moment conditions," Economics Bulletin, AccessEcon, vol. 33(3), pages 2287-2297.
    18. Kim, Minbo & CarterHill, R., 1995. "Shrinkage estimation in nonlinear regression The Box-Cox transformation," Journal of Econometrics, Elsevier, vol. 66(1-2), pages 1-33.
    19. Delgado, Miguel A. & Fiteni, Inmaculada, 2002. "External bootstrap tests for parameter stability," Journal of Econometrics, Elsevier, vol. 109(2), pages 275-303, August.
    20. Andersson, David Emanuel & Shyr, Oliver F. & Fu, Johnson, 2010. "Does high-speed rail accessibility influence residential property prices? Hedonic estimates from southern Taiwan," Journal of Transport Geography, Elsevier, vol. 18(1), pages 166-174.
    21. Kenneth V. Greene & Vincent G. Munley, 1984. "Perceptions of the Ability to Export Nonresidential Property Tax Burdens," Public Finance Review, , vol. 12(1), pages 117-127, January.
    22. Jayeeta Bhattacharya, 2020. "Quantile regression with generated dependent variable and covariates," Papers 2012.13614, arXiv.org.
    23. Godfrey, L.G. & Santos Silva, J.M.C., 2007. "A note on variable addition tests for linear and log-linear models," Economics Letters, Elsevier, vol. 95(3), pages 422-427, June.
    24. Daniel J. Khazzoom, 1987. "The Demand for Insulation—A Study in the Household Demand for Conservation," The Energy Journal, , vol. 8(3), pages 73-92, July.

Chapters

  1. Powell, James L., 1986. "Estimation of semiparametric models," Handbook of Econometrics, in: R. F. Engle & D. McFadden (ed.), Handbook of Econometrics, edition 1, volume 4, chapter 41, pages 2443-2521, Elsevier.

    Cited by:

    1. Victor Chernozhukov & Iván Fernández-Val & Blaise Melly, 2022. "Fast algorithms for the quantile regression process," Empirical Economics, Springer, vol. 62(1), pages 7-33, January.
    2. Rosa L. Matzkin, 1989. "A Nonparametric Maximum Rank Correlation Estimator," Cowles Foundation Discussion Papers 918, Cowles Foundation for Research in Economics, Yale University.

  2. Ben S. Bernanke & James Powell, 1986. "The Cyclical Behavior of Industrial Labor Markets: A Comparison of the Prewar and Postwar Eras," NBER Chapters, in: The American Business Cycle: Continuity and Change, pages 583-638, National Bureau of Economic Research, Inc.
    See citations under working paper version above.

Books

  1. Hsiao,Cheng & Morimune,Kimio & Powell,James L. (ed.), 2001. "Nonlinear Statistical Modeling," Cambridge Books, Cambridge University Press, number 9780521662468, January.

    Cited by:

    1. Im, Kyung So & Schmidt, Peter, 2008. "More efficient estimation under non-normality when higher moments do not depend on the regressors, using residual augmented least squares," Journal of Econometrics, Elsevier, vol. 144(1), pages 219-233, May.
    2. Orazio P. Attanasio & Pinelopi Koujianou Goldberg & Ekaterini Kyriazidou, 2008. "Credit Constraints In The Market For Consumer Durables: Evidence From Micro Data On Car Loans," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 49(2), pages 401-436, May.
    3. Heckman, James J., 2010. "The Assumptions Underlying Evaluation Estimators," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 30(2), December.
    4. Matsushita, Yukitoshi & Otsu, Taisuke, 2020. "Likelihood inference on semiparametric models with generated regressors," LSE Research Online Documents on Economics 102696, London School of Economics and Political Science, LSE Library.
    5. Richard Blundell & Monica Costa Dias, 2009. "Alternative Approaches to Evaluation in Empirical Microeconomics," Journal of Human Resources, University of Wisconsin Press, vol. 44(3).
    6. Nir Billfeld & Moshe Kim, 2019. "Semiparametric Wavelet-based JPEG IV Estimator for endogenously truncated data," Papers 1908.02166, arXiv.org.
    7. Xiaohong Chen & Demian Pouzo, 2009. "Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals," CeMMAP working papers CWP20/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    8. Cattaneo, Matias D & Crump, Richard K & Jansson, Michael, 2014. "Small Bandwidth Asymptotics For Density-Weighted Average Derivatives," Department of Economics, Working Paper Series qt3jd237cg, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
    9. Koen Jochmans, 2015. "Multiplicative-error models with sample selection," SciencePo Working papers Main hal-03392990, HAL.
    10. Stefan Boes, 2009. "Bounds on Counterfactual Distributions Under Semi-Monotonicity Constraints," SOI - Working Papers 0920, Socioeconomic Institute - University of Zurich.
    11. Ichimura, Hidehiko & Todd, Petra E., 2007. "Implementing Nonparametric and Semiparametric Estimators," Handbook of Econometrics, in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 6, chapter 74, Elsevier.
    12. Klein, Tobias J., 2007. "College Education and Wages in the U.K.: Estimating Conditional Average Structural Functions in Nonadditive Models with Binary Endogenous Variables," IZA Discussion Papers 2761, Institute of Labor Economics (IZA).
    13. Heckman, James J. & Urzúa, Sergio, 2010. "Comparing IV with structural models: What simple IV can and cannot identify," Journal of Econometrics, Elsevier, vol. 156(1), pages 27-37, May.
    14. Heckman, James J. & Schmierer, Daniel, 2010. "Tests of hypotheses arising in the correlated random coefficient model," Economic Modelling, Elsevier, vol. 27(6), pages 1355-1367, November.
    15. Robert A. Moffitt & Matthew V. Zahn, 2022. "The Marginal Labor Supply Disincentives of Welfare: Evidence from Administrative Barriers to Participation," Papers 2202.03413, arXiv.org.
    16. Basu, Anirban, 2015. "Welfare implications of learning through solicitation versus diversification in health care," Journal of Health Economics, Elsevier, vol. 42(C), pages 165-173.
    17. Anirban Basu & Anupam B. Jena & Dana P. Goldman & Tomas J. Philipson & Robert Dubois, 2014. "Heterogeneity In Action: The Role Of Passive Personalization In Comparative Effectiveness Research," Health Economics, John Wiley & Sons, Ltd., vol. 23(3), pages 359-373, March.
    18. Thomas Cornelissen & Christian Dustmann & Anna Christina Raute & Uta Schönberg, 2016. "From Late to MTE: Alternative Methods for the Evaluation of Policy Interventions," CESifo Working Paper Series 5987, CESifo.
    19. Basu Anirban, 2013. "Personalized Medicine in the Context of Comparative Effectiveness Research," Forum for Health Economics & Policy, De Gruyter, vol. 16(2), pages 73-86, June.
    20. Cattaneo, Matias D. & Crump, Richard K. & Jansson, Michael, 2010. "Robust Data-Driven Inference for Density-Weighted Average Derivatives," Journal of the American Statistical Association, American Statistical Association, vol. 105(491), pages 1070-1083.
    21. Ruoyao Shi, 2021. "An Averaging Estimator for Two Step M Estimation in Semiparametric Models," Working Papers 202105, University of California at Riverside, Department of Economics.
    22. Heckman, James J. & Urzua, Sergio & Vytlacil, Edward, 2008. "Instrumental Variables in Models with Multiple Outcomes: The General Unordered Case," IZA Discussion Papers 3565, Institute of Labor Economics (IZA).
    23. Zhewen Pan, 2023. "On semiparametric estimation of the intercept of the sample selection model: a kernel approach," Papers 2302.05089, arXiv.org.
    24. James J. Heckman & Daniel A. Schmierer & Sergio S. Urzua, 2009. "Testing the Correlated Random Coefficient Model," NBER Working Papers 15463, National Bureau of Economic Research, Inc.
    25. Ugarte, Darwin, 2012. "The impact of formality on firm profitability in Bolivia: an heterogeneous assessment," Revista Latinoamericana de Desarrollo Economico, Carrera de Economía de la Universidad Católica Boliviana (UCB) "San Pablo", issue 17, pages 53-74, Mayo.
    26. Martin Nybom, 2017. "The Distribution of Lifetime Earnings Returns to College," Journal of Labor Economics, University of Chicago Press, vol. 35(4), pages 903-952.
    27. James J. Heckman & Salvador Navarro-Lozano, 2003. "Using Matching, Instrumental Variables and Control Functions to Estimate Economic Choice Models," NBER Working Papers 9497, National Bureau of Economic Research, Inc.
    28. Kenneth Lee & Edward Miguel & Catherine Wolfram, 2019. "Does Household Electrification Supercharge Economic Development?," NBER Working Papers 26528, National Bureau of Economic Research, Inc.
    29. Andrea J. Heuson & Mark C. Hutchinson & Alok Kumar, 2020. "Predicting hedge fund performance when fund returns are skewed," Financial Management, Financial Management Association International, vol. 49(4), pages 877-896, December.
    30. Ping Yu & Peter C.B. Phillips, 2014. "Threshold Regression with Endogeneity," Cowles Foundation Discussion Papers 1966, Cowles Foundation for Research in Economics, Yale University.
    31. Amanda E. Kowalski, 2018. "Behavior within a Clinical Trial and Implications for Mammography Guidelines," NBER Working Papers 25049, National Bureau of Economic Research, Inc.
    32. Ke, Xiao & Chen, Haiqiang & Hong, Yongmiao & Hsiao, Cheng, 2017. "Do China's high-speed-rail projects promote local economy?—New evidence from a panel data approach," China Economic Review, Elsevier, vol. 44(C), pages 203-226.
    33. Anirban Basu, 2012. "Estimating Person-Centered Treatment (PeT) Effects Using Instrumental Variables," NBER Working Papers 18056, National Bureau of Economic Research, Inc.
    34. Matias D. Cattaneo & Michael Jansson, 2014. "Bootstrapping Kernel-Based Semiparametric Estimators," CREATES Research Papers 2014-25, Department of Economics and Business Economics, Aarhus University.
    35. Markku Lanne & Helmut Lütkepohl & Pentti Saikkonen, 2003. "Test Procedures for Unit Roots in Time Series with Level Shifts at Unknown Time," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(1), pages 91-115, February.
    36. Jürgen Wolters & Uwe Hassler, 2006. "Unit root testing," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 90(1), pages 43-58, March.
    37. Klein, T.J., 2008. "Heterogeneous Treatment Effects : Instrumental Variables Without Monotonicity?," Other publications TiSEM e015611a-6b97-4cd5-8dc8-7, Tilburg University, School of Economics and Management.
    38. Alem, Mauro & Townsend, Robert M., 2014. "An evaluation of financial institutions: Impact on consumption and investment using panel data and the theory of risk-bearing," Journal of Econometrics, Elsevier, vol. 183(1), pages 91-103.
    39. James J. Heckman, 2008. "The Principles Underlying Evaluation Estimators with an Application to Matching," Annals of Economics and Statistics, GENES, issue 91-92, pages 9-73.
    40. Klein, T.J., 2009. "College Education and Wages in the U.K. : Estimating Conditional Average Structural Functions in Nonadditive Models with Binary Endogenous Variables," Other publications TiSEM d076afa3-b1e0-4d57-be4b-b, Tilburg University, School of Economics and Management.
    41. Motto, Roberto & Altavilla, Carlo & Carboni, Giacomo, 2015. "Asset purchase programmes and financial markets: lessons from the euro area," Working Paper Series 1864, European Central Bank.
    42. H. Evans & A. Basu, 2011. "Exploring comparative effect heterogeneity with instrumental variables: prehospital intubation and mortality," Health, Econometrics and Data Group (HEDG) Working Papers 11/26, HEDG, c/o Department of Economics, University of York.
    43. Nishiyama, Y., 2004. "Minimum normal approximation error bandwidth selection for averaged derivatives," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 64(1), pages 53-61.
    44. Barrios, Javier A., 2004. "Generalized sample selection bias correction under RUM," Economics Letters, Elsevier, vol. 85(1), pages 129-132, October.
    45. Ching, Steve & Hsiao, Cheng & Wan, Shui Ki, 2012. "Impact of CEPA on the labor market of Hong Kong," China Economic Review, Elsevier, vol. 23(4), pages 975-981.
    46. Mariagrazia Squicciarini, 2008. "Science Parks’ tenants versus out-of-Park firms: who innovates more? A duration model," The Journal of Technology Transfer, Springer, vol. 33(1), pages 45-71, February.
    47. Juli'an Mart'inez-Iriarte & Pietro Emilio Spini, 2022. "MTE with Misspecification," Papers 2204.10445, arXiv.org.
    48. Liu, Ruixuan & Yu, Zhengfei, 2022. "Sample selection models with monotone control functions," Journal of Econometrics, Elsevier, vol. 226(2), pages 321-342.

  2. 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, January.

    Cited by:

    1. Pieter J. van der Sluis, 1997. "Post-Sample Prediction Tests for the Efficient Method of Moments," Tinbergen Institute Discussion Papers 97-054/4, Tinbergen Institute.
    2. Horowitz, Joel L., 2004. "Semiparametric models," Papers 2004,17, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE).
    3. Victor Aguirregabiria, 2006. "Another Look at the Identification of Dynamic Discrete Decision Processes: With an Application to Retirement Behavior," 2006 Meeting Papers 169, Society for Economic Dynamics.
    4. Victor Chernozhukov & Ivan Fernandez-Val & Amanda Kowalski, 2011. "Quantile regression with censoring and endogeneity," CeMMAP working papers CWP20/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    5. Honore, Bo E. & Kyriazidou, Ekaterini & Udry, Christopher, 1997. "Estimation of Type 3 Tobit models using symmetric trimming and pairwise comparisons," Journal of Econometrics, Elsevier, vol. 76(1-2), pages 107-128.
    6. Jiang, G.J. & van der Sluis, P.J., 2000. "Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates," Discussion Paper 2000-36, Tilburg University, Center for Economic Research.
    7. Huber, Martin & Melly, Blaise, 2011. "Quantile Regression in the Presence of Sample Selection," Economics Working Paper Series 1109, University of St. Gallen, School of Economics and Political Science.
    8. Farré, Lídia & Vella, Francis, 2006. "Macroeconomic Conditions and the Distribution of Income in Spain," IZA Discussion Papers 2512, Institute of Labor Economics (IZA).
    9. Song Chen & Ingrid Van Keilegom, 2013. "Estimation in semiparametric models with missing data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 65(4), pages 785-805, August.
    10. Santos Silva, Joao & Tenreyro, Silvana, 2013. "Trading partners and trading volumes: implementing the Helpman-Melitz-Rubinstein model empirically," LSE Research Online Documents on Economics 55398, London School of Economics and Political Science, LSE Library.
    11. Le-Yu Chen & Sokbae (Simon) Lee & Myung Jae Sung, 2013. "Maximum score estimation of preference parameters for a binary choice model under uncertainty," CeMMAP working papers CWP14/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    12. Lee, Lung-fei, 1995. "Semiparametric maximum likelihood estimation of polychotomous and sequential choice models," Journal of Econometrics, Elsevier, vol. 65(2), pages 381-428, February.
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