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Informational content of special regressors in heteroskedastic binary response models

Chen, Songnian; Khan, Shakeeb; Tang, Xun - 2013

Persistent link: https://www.econbiz.de/10009759400

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/10001497787

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/10001818962

Informational content of special regressors in heteroskedastic binary response models

Chen, Songnian; Khan, Shakeeb; Tang, Xun - In: Journal of econometrics 193 (2016) 1, pp. 162-182

Persistent link: https://www.econbiz.de/10011704785

Informational Content of Special Regressors in Heteroskedastic Binary Response Models

Chen, Songnian - 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/10013083025

√n-prediction of generalized heteroscedastic transformation regression models

Chen, Songnian; Zhang, Hanghui - In: Journal of econometrics 215 (2020) 2, pp. 305-340

Persistent link: https://www.econbiz.de/10012439462

Distribution free estimation of heteroskedastic binary response models using Probit/Logit criterion functions

Khan, Shakeeb - In: Journal of econometrics 172 (2013) 1, pp. 168-182

Persistent link: https://www.econbiz.de/10009702291