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Computation of the maximum rank correlation estimator

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  • Abrevaya, Jason

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Bibliographic Info

Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 62 (1999)
Issue (Month): 3 (March)
Pages: 279-285

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Handle: RePEc:eee:ecolet:v:62:y:1999:i:3:p:279-285

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Web page: http://www.elsevier.com/locate/ecolet

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  1. Windmeijer, Frank A.G., 1994. "The Maximum Rank Correlation Estimator and the Rank Estimator in Binary Choice Models," Econometric Theory, Cambridge University Press, vol. 10(02), pages 442-443, June.
  2. Sherman, Robert P, 1993. "The Limiting Distribution of the Maximum Rank Correlation Estimator," Econometrica, Econometric Society, vol. 61(1), pages 123-37, January.
  3. Han, Aaron K., 1987. "Non-parametric analysis of a generalized regression model : The maximum rank correlation estimator," Journal of Econometrics, Elsevier, vol. 35(2-3), pages 303-316, July.
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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. Shakeeb Khan & Elie Tamer, 2002. "Pairwise Comparison Estimation of Censored Transformation Models," RCER Working Papers 495, University of Rochester - Center for Economic Research (RCER).
  3. Wojciech Niemiro & Wojciech Rejchel, 2009. "Rank correlation estimators and their limiting distributions," Statistical Papers, Springer, vol. 50(4), pages 887-893, August.
  4. Abrevaya, Jason, 1999. "Leapfrog estimation of a fixed-effects model with unknown transformation of the dependent variable," Journal of Econometrics, Elsevier, vol. 93(2), pages 203-228, December.
  5. Subbotin, Viktor, 2008. "Essays on the econometric theory of rank regressions," MPRA Paper 14086, University Library of Munich, Germany.
  6. Subbotin, Viktor, 2007. "Asymptotic and bootstrap properties of rank regressions," MPRA Paper 9030, University Library of Munich, Germany, revised 20 Mar 2008.
  7. Jerry Hausman & Tiemen M. Woutersen, 2005. "Estimating a semi-parametric duration model without specifying heterogeneity," CeMMAP working papers CWP11/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

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