Tao Chen, SEMIPARAMETRIC EFFICIENCY FOR CENSORED LINEAR REGRESSION MODELS WITH HETEROSKEDASTIC ERRORS, Econometric Theory, Vol. 34, No. 1 (February 2018), pp. 228-245 ...

The empirical model may also be used to construct a way to forecast the dependent variable, potentially helping policymakers make decisions about changes in monetary and/or fiscal policy to keep the ...

In this paper we propose an estimation procedure for a censored regression model where the latent regression function has a partially linear form. Based on a conditional quantile restriction, we ...

Nonlinear regression is a form of regression analysis in which data is fit to a model and then expressed as a mathematical function. Simple linear regression relates two variables (X and Y) with a ...