Estimation of a transformation model with truncation, interval observation and time-varying covariates
AbstractAbrevaya (1999b) considered estimation of a transformation model in the presence of left truncation. This paper observes that a cross-sectional version of the statistical model considered in Frederiksen et al. (2007) is a generalization of the model considered by Abrevaya (1999b) and the generalized model can be estimated by a pairwise comparison version of one of the estimators in Frederiksen et al. (2007). Specifically, our generalization will allow for discretized observations of the dependent variable and for piecewise constant time-varying explanatory variables. Copyright (C) The Author(s). Journal compilation (C) Royal Economic Society 2010.
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Bibliographic InfoArticle provided by Royal Economic Society in its journal Econometrics Journal.
Volume (Year): 13 (2010)
Issue (Month): 1 (02)
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Other versions of this item:
- Bo E. Honoré & Luojia Hu, 2009. "Estimation of a transformation model with truncation, interval observation and time-varying covariates," Working Paper Series WP-09-16, Federal Reserve Bank of Chicago.
- Bo E. Honoré & Luojia Hu, 2007. "Estimation of a Transformation Model with Truncation, Interval Observation and Time–Varying Covariates," CAM Working Papers 2009-03, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics, revised Nov 2008.
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