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SEMIPARAMETRIC ESTIMATION OF A HETEROSKEDASTIC SAMPLE SELECTION MODEL
Chen, Songnian; Khan, Shakeeb - In: Econometric Theory 19 (2003) 06, pp. 1040-1064
Persistent link: https://www.econbiz.de/10005250106
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Theory and Methods - Nonparametric Identification and Estimation of a Censored Location-Scale Regression Model
Chen, Songnian; Dahl, Gordon B.; Khan, Shakeeb - In: Journal of the American Statistical Association : JASA 100 (2005) 469, pp. 212-221
Persistent link: https://www.econbiz.de/10006607859
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Estimating censored regression models in the presence of nonparametric multiplicative heteroskedasticity
Chen, Songnian; Khan, Shakeeb - In: Journal of econometrics 98 (2000) 2, pp. 283-316
Persistent link: https://www.econbiz.de/10006779211
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SEMIPARAMETRIC ESTIMATION OF A HETEROSKEDASTIC SAMPLE SELECTION MODEL
Chen, Songnian; Khan, Shakeeb - In: Econometric theory 19 (2003) 6, pp. 1040-1064
Persistent link: https://www.econbiz.de/10006966502
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ARTICLES - Semiparametric Estimation of a Partially Linear Censored Regression Model
Chen, Songnian; Khan, Shakeeb - In: Econometric theory 17 (2001) 3, pp. 567-590
Persistent link: https://www.econbiz.de/10006978678
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SEMIPARAMETRIC ESTIMATION OF NONSTATIONARY CENSORED PANEL DATA MODELS WITH TIME VARYING FACTOR LOADS
Chen, Songnian; Khan, Shakeeb - In: Econometric theory 24 (2008) 5, pp. 1149-1173
Persistent link: https://www.econbiz.de/10008088978
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Rates of convergence for estimating regression coefficients in heteroskedastic discrete response models
Chen, Songnian; Khan, Shakeeb - In: Journal of econometrics 117 (2003) 2, pp. 245-278
Persistent link: https://www.econbiz.de/10006760755
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SEMIPARAMETRIC ESTIMATION OF A PARTIALLY LINEAR CENSORED REGRESSION MODEL
Chen, Songnian; Khan, Shakeeb - In: Econometric Theory 17 (2001) 03, pp. 567-590
Persistent link: https://www.econbiz.de/10005411922
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Nonparametric Identification and Estimation of a Censored Location-Scale Regression Model
Chen, Songnian; Dahl, Gordon B.; Khan, Shakeeb - In: Journal of the American Statistical Association 100 (2005) March, pp. 212-221
Persistent link: https://www.econbiz.de/10005734055
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Informational Content of Special Regressors in Heteroskedastic Binary Response Models
Chen, Songnian; Khan, Shakeeb; Tang, Xun - Department of Economics, University of Pennsylvania - 2013
We quantify the identifying power of special regressors in heteroskedastic binary regressions with median-independent or conditionally symmetric errors. We measure the identifying power using two criteria: the set of regressor values that help point identify coefficients in latent payoffs as in...
Persistent link: https://www.econbiz.de/10010822913