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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

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/10002705784

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 partially linear censored regression model

Chen, Songnian; Khan, Shakeeb - In: Econometric theory 17 (2001) 3, pp. 567-590

Persistent link: https://www.econbiz.de/10001589021

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