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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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1. Subbotin, Viktor, 2008. "Essays on the econometric theory of rank regressions," MPRA Paper 14086, University Library of Munich, Germany. [Downloadable!]
2. 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. [Downloadable!]
3. Wojciech Niemiro & Wojciech Rejchel, 2009. "Rank correlation estimators and their limiting distributions," Statistical Papers, Springer, vol. 50(4), pages 887-893, August. [Downloadable!] (restricted)
4. 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. [Downloadable!]
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   • 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. [Downloadable!]
5. Subbotin, Viktor, 2007. "Asymptotic and bootstrap properties of rank regressions," MPRA Paper 9030, University Library of Munich, Germany, revised 20 Mar 2008. [Downloadable!]
6. Shakeeb Khan & Elie Tamer, 2002. "Pairwise Comparison Estimation of Censored Transformation Models," RCER Working Papers 495, University of Rochester - Center for Economic Research (RCER). [Downloadable!]

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This page was last updated on 2009-12-3.