My Citations
Scholar Home
  Advanced Scholar Search



Scholar      Create email alertResults 1 - 60 of 60. (0.14 sec) 

Quantile regression under random censoring

[PDF] from duke.edu
Full text - MIT Libraries
B Honore, S Khan… - Journal of Econometrics, 2002 - Elsevier
Censored regression models have received a great deal of attention in both the theoretical
and applied econometric literature. Most of the existing estimation procedures for either
cross-sectional or panel data models are designed only for models with fixed censoring. In ...
Cited by 78 - Related articles - All 17 versions

Two-step estimation of semiparametric censored regression models

[TXT] from duke.edu
Full text - MIT Libraries
S Khan… - Journal of Econometrics, 2001 - Elsevier
Root-n-consistent estimators of the regression coefficients in the linear censored regression
model under conditional quantile restrictions on the error terms were proposed by Powell
(Journal of Econometrics 25 (1984) 303–325, 32 (1986a) 143–155). While those ...
Cited by 64 - Related articles - All 15 versions

Two-stage rank estimation of quantile index models

[PDF] from duke.edu
Full text - MIT Libraries
S Khan - Journal of Econometrics, 2001 - Elsevier
This paper estimates a class of models which satisfy a monotonicity condition on the
conditional quantile function of the response variable. This class includes as a special case
the monotonic transformation model with the error term satisfying a conditional quantile ...
Cited by 42 - Related articles - All 9 versions

Irregular identification, support conditions, and inverse weight estimation

[PDF] from duke.edu
Full text - MIT Libraries
S Khan… - Econometrica, 2010 - Wiley Online Library
We thank a co-editor and three referees for comments that improved the content and
exposition in the paper. We also thank J. Heckman, M. Ponomareva, J. Powell, and seminar
participants at many universities, as well as conference participants at the 2007 NASM at ...
Cited by 43 - Related articles - All 44 versions

Partial rank estimation of duration models with general forms of censoring

[TXT] from duke.edu
Full text - MIT Libraries
S Khan… - Journal of Econometrics, 2007 - Elsevier
In this paper we propose estimators for the regression coefficients in censored duration
models which are distribution free, impose no parametric specification on the baseline
hazard function, and can accommodate general forms of censoring. The estimators are ...
Cited by 33 - Related articles - All 14 versions

Estimating censored regression models in the presence of nonparametric multiplicative heteroskedasticity

[TXT] from duke.edu
Full text - MIT Libraries
S Chen… - Journal of Econometrics, 2000 - Elsevier
Powell's (1984, Journal of Econometrics 25, 303–325) censored least absolute deviations
(CLAD) estimator for the censored linear regression model has been regarded as a
desirable alternative to maximum likelihood estimation methods due to its robustness to ...
Cited by 34 - Related articles - All 15 versions

The impact of piped water provision on infant mortality in Brazil: A quantile panel data approach

[PDF] from duke.edu
S Gamper-Rabindran, S Khan… - 2008 - nber.org
We examine the impact of piped water on the under-1 infant mortality rate (IMR) in Brazil
using a novel econometric procedure for the estimation of quantile treatment effects with
panel data. The provision of piped water in Brazil is highly correlated with other ...
Cited by 34 - Related articles - Library Search - All 16 versions

Semiparametric estimation of a partially linear censored regression model

[PDF] from ust.hk
Full text - MIT Libraries
S Chen… - Econometric Theory, 2001 - Cambridge Univ Press
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 estimate the model by a two stage procedure+ The first stage ...
Cited by 29 - Related articles - BL Direct - All 12 versions

Inference on endogenously censored regression models using conditional moment inequalities

[PDF] from northwestern.edu
Full text - MIT Libraries
S Khan… - Journal of Econometrics, 2009 - Elsevier
Under a quantile restriction, randomly censored regression models can be written in terms of
conditional moment inequalities. We study the identified features of these moment
inequalities with respect to the regression parameters where we allow for covariate ...
Cited by 21 - Related articles - All 12 versions

[CITATION] The state and village society: The political economy of agricultural development in Bangladesh

SA Khan - 1989 - South Asia Books
Cited by 20 - Related articles - Get it from MIT Libraries - Library Search

[PDF] Nonparametric identification and estimation of a censored location-scale regression model

[PDF] from amstat.org
Full text - MIT Libraries
S Chen, GB Dahl… - Journal of the American Statistical Association, 2005 - ASA
In this article we consider identification and estimation of a censored nonparametric location
scale-model. We first show that in the case where the location function is strictly less than the
(fixed) censoring point for all values in the support of the explanatory variables, the ...
Cited by 20 - Related articles - View as HTML - All 13 versions

Semiparametric estimation of a heteroskedastic sample selection model

[PDF] from duke.edu
Full text - MIT Libraries
S Chen… - Econometric Theory, 2003 - Cambridge Univ Press
This paper considers estimation of a sample selection model subject to conditional
heteroskedasticity in both the selection and outcome equations+ The form of
heteroskedasticity allowed for in each equation is multiplicative, and each of the two scale ...
Cited by 15 - Related articles - BL Direct - All 14 versions

Semiparametric estimation of nonstationary censored panel data models with time varying factor loads

[PDF] from duke.edu
Full text - MIT Libraries
S Chen… - Econometric Theory, 2008 - Cambridge Univ Press
Abstract We propose an estimation procedure for a semiparametric panel data censored
regression model in which the error terms may be subject to general forms of nonstationarity.
Specifically, we allow for heteroskedasticity over time and a time varying factor load on the ...
Cited by 15 - Related articles - All 10 versions

Weighted and two-stage least squares estimation of semiparametric truncated regression models

[PDF] from duke.edu
Full text - MIT Libraries
S Khan… - Econometric Theory, 2007 - Cambridge Univ Press
Abstract This paper provides a root-n consistent, asymptotically normal weighted least
squares estimator of the coefficients in a truncated regression model. The distribution of the
errors is unknown and permits general forms of unknown heteroskedasticity. Also ...
Cited by 15 - Related articles - BL Direct - All 7 versions

Nonparametric identification and estimation in a generalized roy model

[PDF] from duke.edu
P Bayer, S Khan… - 2008 - nber.org
This paper considers nonparametric identification and estimation of a generalized Roy
model that includes a non-pecuniary component of utility associated with each choice
alternative. Previous work has found that, without parametric restrictions or the availability ...
Cited by 15 - Related articles - Library Search - BL Direct - All 19 versions

Testing for causal effects in a generalized regression model with endogenous regressors

[PDF] from duke.edu
Full text - MIT Libraries
J Abrevaya, JA Hausman… - Econometrica, 2010 - Wiley Online Library
A unifying framework to test for causal effects in nonlinear models is proposed. We consider
a generalized linear-index regression model with endogenous regressors and no
parametric assumptions on the error disturbances. To test the significance of the effect of ...
Cited by 12 - Related articles - All 18 versions

Representation versus assimilation: How do preferences in college admissions affect social interactions?

[PDF] from duke.edu
Full text - MIT Libraries
P Arcidiacono, S Khan… - Journal of Public Economics, 2011 - Elsevier
Given the existence of non-selective universities, the question of whether to employ racial
preferences in college admissions reduces to one of optimal allocation of a finite resource:
students who are members of under-represented racial or ethnic groups. In this paper, we ...
Cited by 10 - Related articles - All 18 versions

Rates of convergence for estimating regression coefficients in heteroskedastic discrete response models

[PDF] from duke.edu
Full text - MIT Libraries
S Chen… - Journal of econometrics, 2003 - Elsevier
In this paper, we consider estimation of discrete response models exhibiting conditional
heteroskedasticity of a multiplicative form, where the latent error term is assumed to be the
product of an unknown scale function and a homoskedastic error term. It is first shown that ...
Cited by 9 - Related articles - All 8 versions

[PDF] Estimating the causal effect of education on wage inequality using IV methods and sample selection models

[PDF] from duke.edu
SH Chen, S Khan - University at Albany–SUNY, Department …, 2007 - public.econ.duke.edu
Abstract We develop semi-parametric and instrumental-variables approaches to self-
selection problems in comparisons of wage inequality between educational groups. We
propose new estimators to identify the causal impact of college education on scale ...
Cited by 8 - Related articles - View as HTML - All 18 versions

[PDF] Nonparametric identification and estimation in a roy model with common nonpecuniary returns

[PDF] from amstat.org
Full text - MIT Libraries
P Bayer, S Khan… - Journal of Business and Economic Statistics, 2011 - ASA
We consider identification and estimation of a Roy model that includes a common
nonpecuniary utility component associated with each choice alternative. This augmented
Roy model has broader applications to many polychotomous choice problems in addition ...
Cited by 7 - Related articles - View as HTML - All 8 versions

[PDF] Weighted and two stage least squares estimation of semiparametric censored and truncated regressions

[PDF] from psu.edu
S Khan… - Unpublished manuscript, 1999 - Citeseer
Abstract This paper provides a root-n consistent, asymptotically normal weighted least
squares estimator of the coe cients in the censored or truncated regression model with a xed
censoring point. The distribution of the errors is unknown and permits general forms of ...
Cited by 6 - Related articles - View as HTML - All 4 versions

[CITATION] The State and Village Society

SA Khan - 1989 - Dhaka: University Press Limited
Cited by 4 - Related articles

[PDF] √ N-Consistent Estimation of Heteroskedastic Sample Selection Models

[PDF] from psu.edu
S Chen… - University of Rochester mimeograph, 1999 - Citeseer
Abstract This paper considers estimation of a sample selection model subject to conditional
heteroskedasticity in both the selection and outcome equations. The form of
heteroskedasticity allowed for in each equation is multiplicative, and each of the two scale ...
Cited by 4 - Related articles - View as HTML - All 4 versions

[PDF] Quantile estimation of non-stationary panel data censored regression models

[PDF] from psu.edu
S Chen… - Hong Kong University of Science and Technology, 1998 - Citeseer
Abstract We propose an estimation procedure for (semiparametric) panel data censored
regression models in which the error terms may be subject to general forms of non-
stationarity, thus permitting heteroscedasticity over time. The proposed estimator exploits ...
Cited by 3 - Related articles - View as HTML - All 5 versions

[CITATION] Distribution Free Estimation of Heteroskedastic Binary Response Models Using Probit Criterion Functions

S Khan - 2006 - Technical report, Working Paper, …
Cited by 3 - Related articles

[PDF] Weighted and two stage least squares estimation of semiparametric truncated regression models

[PDF] from psu.edu
S Khan… - … paper, University of Rochester, Rochester, NY, 2002 - Citeseer
Abstract This paper provides a root-n consistent, asymptotically normal weighted least
squares estimator of the coefficients in the truncated regression model. The distribution of
the errors is unknown and permits general forms of unknown heteroscedasticity. Also ...
Cited by 3 - Related articles - View as HTML - All 17 versions

[PDF] Estimation of a nonparametric censored regression model

[PDF] from psu.edu
S Chen… - Unpublished Manuscript, 2000 - Citeseer
Abstract In this paper we consider identi cation and estimation of a censored nonparametric
location scale model. We rst show that in the case where the location function is strictly less
than the (xed) censoring point for all values in the support of the explanatory variables, ...
Cited by 3 - Related articles - View as HTML - All 8 versions

[CITATION] Estimation of Semiparametric Binary Choice Models Using Probit Criterion Function. University of Rochester

S Khan - 2001 - working paper
Cited by 3 - Related articles - Get it from MIT Libraries - All 2 versions

[PDF] Semiparametric estimation of a semilinear censored regression model

[PDF] from psu.edu
S Chen… - manuscript, University of Rochester, 1998 - Citeseer
Abstract In this paper we propose an estimation procedure for a censored regression model
where the latent regression function has a semilinear form. Based on a conditional quantile
restriction, we estimate the model by a two stage procedure. The rst stage ...
Cited by 3 - Related articles - View as HTML - All 5 versions

Nonparametric Estimation of Average Volatility Differentials in Selection Models with an Application to Returns to Schooling

SH Chen, S Khan - Discussion Papers, 2003 - en.scientificcommons.org
Abstract We consider identification and estimation of a selection model in which the variance
of the outcome variable, as well as the mean, depends on selection. Under a bivariate
symmetry condition, we show that the average volatility differential, defined as the ...
Cited by 2 - Related articles - Cached - All 7 versions

Identification of Panel Data Models with Endogenous Censoring

[PDF] from uni-muenchen.de
S Khan, M Ponomareva… - … at Duke Working Paper No. 98, 2011 - papers.ssrn.com
Abstract: This paper analyzes the identification question in censored panel data models,
where the censoring can depend on both observable and unobservable variables in
arbitrary ways. Under some general conditions, we derive the tightest sets on the ...
Cited by 2 - Related articles - All 20 versions

[CITATION] Race-Conscious Admissions and Inter-Racial Contact: Does Homophily Matter?

P Arcidiacono, S Khan… - Unpublished manuscript, 2005
Cited by 2 - Related articles - All 2 versions

[PDF] Two Stage Rank Estimation of Quantile Index Models

[PDF] from psu.edu
S Khan - manuscript, University of Rochester, 1998 - Citeseer
Abstract This paper estimates a class of models which satisfy a monotonicity condition on
the conditional quantile function of the response variable. This class includes as a special
case the monotonic transformation model with the error term satisfying a conditional ...
Cited by 2 - Related articles - View as HTML - All 6 versions

[PDF] Heteroskedastic Transformation Models with Covariate Dependent Censoring

[PDF] from duke.edu
S Khan, Y Shin… - 2007 - econ.duke.edu
Abstract In this paper we propose an inferential procedure for transformation models with
conditional heteroskedasticity in the error terms. The proposed method is robust to covariate
dependent censoring of arbitrary form. We provide sufficient conditions for point ...
Cited by 2 - Related articles - View as HTML - All 4 versions

[PDF] Estimation of Discrete Response Models Under Multiplicative Heteroscedasticity

[PDF] from psu.edu
S Chen… - manuscript, University of Rochester, 1999 - Citeseer
Abstract In this paper, we consider estimation of discrete response models exhibiting
conditional heteroscedasticity of a multiplicative form, where the latent error term is assumed
to be the product of an unknown scale function and a homoscedastic error term. It is rst ...
Cited by 2 - Related articles - View as HTML - All 6 versions

[PDF] Generalizing Full Rank Conditions in Heteroscedastic Censored Regression Models

[PDF] from psu.edu
S Chen… - manuscript, University of Rochester, 1998 - Citeseer
Abstract Powell's (1984) Censored Least Absolute Deviations (CLAD) estimator for the
censored linear regression model has been regarded as a desirable alternative to maximum
likelihood estimation methods due to its robustness to conditional heteroscedasticity and ...
Cited by 2 - Related articles - View as HTML - All 3 versions

[PDF] Distribution-Free Estimation of Heteroskedastic Binary Response Models in Stata

[PDF] from jblevins.org
JR Blevins… - 2010 - jblevins.org
Abstract. This paper considers two recently proposed semiparametric estimators for
distribution-free binary response models under a conditional median restriction. It shows that
these estimators can be implemented in Stata through simple modifications to the ...
Cited by 2 - Related articles - View as HTML - All 2 versions

[PDF] Semiparametric Efficiency in Irregularly Identified Models

[PDF] from duke.edu
S Khan… - 2010 - econ.duke.edu
ABSTRACT. This paper considers efficient estimation of structural parameters in a class of
semiparametric models where these parameters are irregularly identified. For such models
conventional semiparametric efficiency bound calculations of Stein (1956) are of little use ...
Cited by 1 - Related articles - View as HTML - All 9 versions

[PDF] Distribution Free Estimation of Heteroskedastic Binary Response Models Using Probit/Logit Criterion Functions

[PDF] from duke.edu
S Khan - 2010 - econ.duke.edu
Abstract In this paper estimators for distribution free heteroskedastic binary response models
are proposed. The estimation procedures are based on relationships between distribution
free models with a conditional median restriction and parametric models (such as Logit/ ...
Cited by 1 - Related articles - View as HTML - All 6 versions

[PDF] Heteroscedastic Transformation Models With Covariate Dependent Censoring

[PDF] from amstat.org
Full text - MIT Libraries
S Khan, Y Shin… - Journal of Business and Economic Statistics, 2011 - ASA
In this article we propose an inferential procedure for transformation models with conditional
heteroscedasticity in the error terms. The proposed method is robust to covariate dependent
censoring of arbitrary form. We provide sufficient conditions for point identification. We ...
Cited by 1 - Related articles - View as HTML - All 7 versions

[PDF] Local NLLS Estimation of Semiparametric Binary Choice Models

[PDF] from duke.edu
JR Blevins… - 2010 - econ.duke.edu
Abstract In this paper, nonlinear least squares (NLLS) estimators are proposed for
semiparametric binary response models under conditional median restrictions. The
estimators can be identical to NLLS procedures for parametric binary response models ( ...
Cited by 1 - Related articles - View as HTML - All 4 versions

[CITATION] 2-step estimation of semiparametric and nonparametric quantile regression models

S Khan - 1997
Cited by 1 - Related articles

Sharpness in randomly censored linear models

Full text - MIT Libraries
S Khan, M Ponomareva… - Economics Letters, 2011 - Elsevier
This work proves that inferences on parameter vectors based on moment inequalities
typically used in linear models with outcome censoring are sharp, ie, they exhaust all the
information in the data and the model. This holds for fixed and randomly censored linear ...
Cited by 1 - Related articles - All 4 versions

[CITATION] Department of Economics 1400 East Ave# 204

S Khan - 1998 - University of Virginia

[CITATION] Estimation of a Nonparametric Censored Regression Model with an Application to Unemployment Insurance Duration

S Chen, GB Dahl… - 2001
Related articles

[CITATION] Minimum Distance Estimation of Censored Regression Models

S Khan… - 2005
Related articles

Information Structure and Statistical Information in Discrete Response Models

[PDF] from stanford.edu
S Khan… - 2011 - papers.ssrn.com
Abstract: Discrete response models are of high interest in economics and econometrics as
they encompass treatment eff ects, social interaction and peer e ffect models, and discrete
games. We study the impact of the structure of information sets of economic agents on the ...
Related articles - All 14 versions

[PDF] Minimum Distance Estimation of Randomly Censored Regression Models with Endogeneity

[PDF] from ohio-state.edu
S Khan… - 2005 - econ.ohio-state.edu
Abstract This paper proposes minimum distance estimation procedures for the slope
coefficients and location parameter in randomly censored regression models that are used
in duration and competing risk models. The proposed procedure generalizes existing ...
Related articles - View as HTML - All 7 versions

A Critique of Peasants and Classes—A Note

SA Khan - The Bangladesh Development Studies, 1987 - JSTOR
Page 1. The Bangladesh Development Studies Vol. XV. December 1987, No. 4 A
Critique of Peasants and Classes- A Note by Shakeeb A. Khan* Rahman's book
(1986) is the most recent major study to argue that agri- culture ...
Related articles

[PDF] Quantile Minimum Distance Estimation of Randomly Censored Regression Models

[PDF] from webmeets.com
S Khan… - 2006 - webmeets.com
ABSTRACT. This paper proposes minimum distance estimation procedures for the slope
coefficients and location parameter in randomly censored linear regressions under quantile
restrictions. These models are used, for example, in duration and competing risk models. ...
Related articles - View as HTML - All 3 versions

[CITATION] Nonparametric Identification and Estimation of a Censored Regression Model

S Chen, GB Dahl… - 2002
Related articles - All 2 versions

[PDF] Estimation of Causal Effects on Wage Inequality Using IV Methods and Sample Selection Models

[PDF] from idei.fr
S Khan - 2005 - idei.fr
Abstract We propose IV and semiparametric estimators to solve the selection problems
associated with schooling choice that arises in measuring inequality of potential wages. The
proposed methods provide tractable ways to identify the population average treatment ...
Related articles - View as HTML - All 3 versions

[CITATION] Endogeneity in a generalized regression model

J Abrevaya, J Hausman… - 2006
Related articles

[CITATION] Foreign Aid and Agricultural Development Policy in Bangladesh: A Case Study of World Bank Influence

SA Khan - 1986 - getcited.org
An academic directory and search engine.
Cached - Get it from MIT Libraries - Library Search

[TXT] This paper was presented at the 1999 Winter Meetings of the Econometric Society in New York, NY.* Corresponding author. Tel.:# 1-716-275-2180; fax:# 1-716- …

[TXT] from duke.edu
S Khan - dukespace.lib.duke.edu
... Two-stage rank estimation of quantile index models Shakeeb Khan* Department of Economics,
University of Rochester, Rochester, NY 14627, USA Received 1 October 1998; accepted 25 June
2000 Abstract This paper estimates a class of models which satisfy a monotonicity ...
Cached

Guidelines on the number of times a procedure should be performed by trainees

Full text - MIT Libraries
S Khan, J Ahmede… - Annals of The Royal College of …, 2009 - ncbi.nlm.nih.gov
We agree with Owais and co-workers that the introduction of the European Working Time
Directive (EWTD) has had a negative impact on the surgical experience gained by SHOs.
They also show that popularisation of laparoscopic appendicectomy had no negative ...
All 6 versions

[PDF] Quantile Regression Under Random Censoring

[PDF] from psu.edu
S Khan… - Journal of Econometrics 109 - Citeseer
Abstract Censored regression models have received a great deal of attention in both the
theoretical and applied econometric literature. Most of the existing estimation procedures for
either cross sectional or panel data models are designed only for models with xed ...
Related articles - View as HTML - All 4 versions

[CITATION] Estimation of a Nonparametric Censored Regression Model with an Application to Unemployment Insurance Spells

S Chen, GB Dahl… - 2001
Related articles - All 2 versions

[BOOK] Nonparametric Identification and Estimation of a Censored Regression Model with an Application to Unemployment Insurance Receipt

[PDF] from berkeley.edu
S Chen, GB Dahl, S Khan… - 2002 - elsa.berkeley.edu
Abstract In this paper we consider identification and estimation of a censored nonparametric
location scale model. We first show that in the case where the location function is strictly less
than the (fixed) censoring point for all values in the support of the explanatory variables, ...
Related articles - View as HTML - Get it from MIT Libraries - Library Search - All 5 versions

[PDF] Estimation of Censored Panel Data Models with Heterogeneous Factor Loads

[PDF] from eea-esem.com
S Chen… - 2004 - eea-esem.com
Abstract We propose an estimation procedure for regression coefficients and factor loads in
panel data censored regression models with heterogeneous factors loading onto the
individual or group specific effect. Censoring often occurs in income data due to top- ...
Related articles - View as HTML - All 2 versions

 Create email alert



 

About Google Scholar - All About Google - My Citations

©2012 Google