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- W3122943670 abstract "Censored and truncated regression models with unknown distribution are important in econometrics. This paper characterizes the class of all conditional moment restrictions that lead to √n-consistent estimators for these models. The semiparametric efficiency bound for each conditional moment restriction is derived. In the case of a nonzero bound it is shown how an estimator can be constructed and that an appropriately weighted version can attain the efficiency bound. These estimators also work when the disturbance is independent of the regressors. The paper discusses combining conditional moment restrictions for more efficient estimation in this case. (This abstract was borrowed from another version of this item.)" @default.
- W3122943670 created "2021-02-01" @default.
- W3122943670 creator A5042942366 @default.
- W3122943670 date "1999-07-01" @default.
- W3122943670 modified "2023-09-27" @default.
- W3122943670 title "Conditional Moment Restrictions in Censored and Truncated Regression Models" @default.
- W3122943670 hasPublicationYear "1999" @default.
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