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Estimation of a transformation model with truncation, interval observation and time-varying covariates

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  • Bo E. HonorÈ
  • Luojia Hu

Abstract

Abrevaya (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 Info

Article provided by Royal Economic Society in its journal Econometrics Journal.

Volume (Year): 13 (2010)
Issue (Month): 1 (02)
Pages: 127-144

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Handle: RePEc:ect:emjrnl:v:13:y:2010:i:1:p:127-144

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Cited by:
  1. Hausman, Jerry A. & Woutersen, Tiemen, 2014. "Estimating a semi-parametric duration model without specifying heterogeneity," Journal of Econometrics, Elsevier, vol. 178(P1), pages 114-131.
  2. Shinya Sugawara, 2013. "An Interval Regression Analysis for Tenures of Japanese Elder Care Workers Using Matched Employer-Employee Data," CIRJE F-Series CIRJE-F-887, CIRJE, Faculty of Economics, University of Tokyo.

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