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Semiparametric estimation of panel data models without monotonicity or separability
Chen, Songnian; Wang, Xi - In: Journal of econometrics 206 (2018) 2, pp. 515-530
Persistent link: https://www.econbiz.de/10012110409
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Root-N-consistent estimation of fixed-effect panel data transformation models with censoring
Chen, Songnian - In: Journal of econometrics 159 (2010) 1, pp. 222-234
Persistent link: https://www.econbiz.de/10008839926
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An integrated maximum score estimator for a generalized censored quantile regression model
Chen, Songnian - In: Journal of econometrics 155 (2010) 1, pp. 90-98
Persistent link: https://www.econbiz.de/10003965421
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Rank estimation of a location parameter in the binary choice model
Chen, Songnian - In: Journal of econometrics 98 (2000) 2, pp. 317-334
Persistent link: https://www.econbiz.de/10001497790
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Efficient estimation of binary choice models under symmetry
Chen, Songnian - In: Journal of econometrics 96 (2000) 1, pp. 183-199
Persistent link: https://www.econbiz.de/10001466754
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Semiparametric estimation of the Type-3 Tobit model
Chen, Songnian - In: Journal of econometrics 80 (1997) 1, pp. 1-34
Persistent link: https://www.econbiz.de/10001223465
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Distribution-free estimation of the random coefficient dummy endogenous variable model
Chen, Songnian - In: Journal of econometrics 91 (1999) 1, pp. 171-199
Persistent link: https://www.econbiz.de/10001382170
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Quantile regression for duration models with time-varying regressors
Chen, Songnian - In: Journal of econometrics 209 (2019) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10012302489
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Sequential estimation of censored quantile regression models
Chen, Songnian - In: Journal of econometrics 207 (2018) 1, pp. 30-52
Persistent link: https://www.econbiz.de/10012116089
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Two-step estimation of censored quantile regression for duration models with time-varying regressors
Chen, Songnian - In: Journal of econometrics 235 (2023) 2, pp. 1310-1336
Persistent link: https://www.econbiz.de/10014471378