Computation of the maximum rank correlation estimator
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 62 (1999)
Issue (Month): 3 (March)
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- Windmeijer, Frank A.G., 1994.
"The Maximum Rank Correlation Estimator and the Rank Estimator in Binary Choice Models,"
Cambridge University Press, vol. 10(02), pages 442-443, June.
- Windmeijer, Frank A.G., 1993. "The Maximum Rank Correlation Estimator and the Rank Estimator in Binary Choice Models," Econometric Theory, Cambridge University Press, vol. 9(02), pages 313-313, April.
- Sherman, Robert P, 1993. "The Limiting Distribution of the Maximum Rank Correlation Estimator," Econometrica, Econometric Society, vol. 61(1), pages 123-37, January.
- 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.
- 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.
- Shakeeb Khan & Elie Tamer, 2002. "Pairwise Comparison Estimation of Censored Transformation Models," RCER Working Papers 495, University of Rochester - Center for Economic Research (RCER).
- Wojciech Niemiro & Wojciech Rejchel, 2009. "Rank correlation estimators and their limiting distributions," Statistical Papers, Springer, vol. 50(4), pages 887-893, August.
- 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.
- Subbotin, Viktor, 2008. "Essays on the econometric theory of rank regressions," MPRA Paper 14086, University Library of Munich, Germany.
- Subbotin, Viktor, 2007. "Asymptotic and bootstrap properties of rank regressions," MPRA Paper 9030, University Library of Munich, Germany, revised 20 Mar 2008.
- 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.
- Tiemen Woutersen & Jerry Hausman, 2005. "Estimating a Semi-Parametric Duration Model without Specifying Heterogeneity," Economics Working Paper Archive 525, The Johns Hopkins University,Department of Economics.
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