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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
[CITATION] The state and village society: The political economy of agricultural development in Bangladesh
SA Khan - 1989 - South Asia Books
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
[CITATION] The State and Village Society
SA Khan - 1989 - Dhaka: University Press Limited
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 ...
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 ...
[CITATION] Distribution Free Estimation of Heteroskedastic Binary Response Models Using Probit Criterion Functions
S Khan - 2006 - Technical report, Working Paper, …
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 ...
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, ...
[CITATION] Estimation of Semiparametric Binary Choice Models Using Probit Criterion Function. University of Rochester
S Khan - 2001 - working paper
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 ...
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 ...
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 ...
[CITATION] Race-Conscious Admissions and Inter-Racial Contact: Does Homophily Matter?
P Arcidiacono, S Khan… - Unpublished manuscript, 2005
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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/ ...
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 ...
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 ( ...
[CITATION] 2-step estimation of semiparametric and nonparametric quantile regression models
S Khan - 1997
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 ...
[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
[CITATION] Minimum Distance Estimation of Censored Regression Models
S Khan… - 2005
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 ...
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 ...
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 ...
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. ...
[CITATION] Nonparametric Identification and Estimation of a Censored Regression Model
S Chen, GB Dahl… - 2002
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 ...
[CITATION] Endogeneity in a generalized regression model
SA Khan - 1986 - getcited.org
An academic directory and search engine.
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 ...
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 ...
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 ...
[CITATION] Estimation of a Nonparametric Censored Regression Model with an Application to Unemployment Insurance Spells
S Chen, GB Dahl… - 2001
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, ...
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- ...
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