Khan, Shakeeb; Shin, Youngki; Tamer, Elie - In: Journal of Business & Economic Statistics 29 (2011) 1, pp. 40-48
In this article we propose an inferential procedure for transformation models with conditional heteroscedasticity in the error terms. The proposed method is robust to covariate dependent censoring of arbitrary form. We provide sufficient conditions for point identification. We then propose an...
