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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/10001818962

Nonparametric estimation of average volatility differentials in selection models with an application to returns to schooling

Chen, Stacey H. (contributor); Khan, Shakeeb (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001757494

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

Two-step estimation of semiparametric censored regression models

Khan, Shakeeb; Powell, James - In: Journal of econometrics 103 (2001) 1/2, pp. 73-110

Persistent link: https://www.econbiz.de/10001585161

Informational Content of Factor Structures in Simultaneous Binary Response Models

Khan, Shakeeb; Maurel, Arnaud; Zhang, Yichong - National Bureau of Economic Research - 2021

We study the informational content of factor structures in discrete triangular systems. Factor structures have been employed in a variety of settings in cross sectional and panel data models, and in this paper we formally quantify their identifying power in a bivariate system often employed in...

Persistent link: https://www.econbiz.de/10012482545