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Semiparametric estimation of a truncated regression model
Chen, Songnian; Zhou, Xianbo - In: Journal of econometrics 167 (2012) 2, pp. 297-304
Persistent link: https://www.econbiz.de/10009612880
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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/10003748733
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A simple matching method for estimating sample selection models using experimental data
Chen, Songnian; Zhou, Yahong - In: Annals of economics and finance 6 (2005) 1, pp. 155-167
Persistent link: https://www.econbiz.de/10003072770
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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 : JASA 100 (2005) 469, pp. 212-221
Persistent link: https://www.econbiz.de/10002705784
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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/10001497787
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Rank estimation of transformation models
Chen, Songnian - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 4, pp. 1683-1697
Persistent link: https://www.econbiz.de/10001688103
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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/10001799097
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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
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Simple resampling methods for censored regression quantiles
Bilias, Yannis; Chen, Songnian; Ying, Zhiliang - In: Journal of econometrics 99 (2000) 2, pp. 373-386
Persistent link: https://www.econbiz.de/10001511984
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Semiparametric efficiency bound for the Type 3 Tobit model under a symmetry restriction
Chen, Songnian - In: Economics letters 50 (1996) 2, pp. 161-167
Persistent link: https://www.econbiz.de/10001194696