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Leapfrog estimation of a fixed-effects model with unknown transformation of the dependent variable

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  • Abrevaya, Jason

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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 93 (1999)
Issue (Month): 2 (December)
Pages: 203-228

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Handle: RePEc:eee:econom:v:93:y:1999:i:2:p:203-228

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

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  1. Pakes, Ariel & Pollard, David, 1989. "Simulation and the Asymptotics of Optimization Estimators," Econometrica, Econometric Society, Econometric Society, vol. 57(5), pages 1027-57, September.
  2. Abrevaya, Jason, 1999. "Computation of the maximum rank correlation estimator," Economics Letters, Elsevier, vol. 62(3), pages 279-285, March.
  3. Gorgens, Tue & Horowitz, Joel L., 1999. "Semiparametric estimation of a censored regression model with an unknown transformation of the dependent variable," Journal of Econometrics, Elsevier, Elsevier, vol. 90(2), pages 155-191, June.
  4. Horowitz, Joel L, 1996. "Semiparametric Estimation of a Regression Model with an Unknown Transformation of the Dependent Variable," Econometrica, Econometric Society, Econometric Society, vol. 64(1), pages 103-37, January.
  5. Chamberlain, Gary, 1984. "Panel data," Handbook of Econometrics, Elsevier, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 2, chapter 22, pages 1247-1318 Elsevier.
  6. Klein, R.W. & Spady, R.H., 1991. "An Efficient Semiparametric Estimator for Binary Response Models," Papers, Bell Communications - Economic Research Group 70, Bell Communications - Economic Research Group.
  7. Honore, Bo E, 1992. "Trimmed LAD and Least Squares Estimation of Truncated and Censored Regression Models with Fixed Effects," Econometrica, Econometric Society, Econometric Society, vol. 60(3), pages 533-65, May.
  8. Manski, Charles F, 1987. "Semiparametric Analysis of Random Effects Linear Models from Binary Panel Data," Econometrica, Econometric Society, Econometric Society, vol. 55(2), pages 357-62, March.
  9. Newman, John L & McCulloch, Charles E, 1984. "A Hazard Rate Approach to the Timing of Births," Econometrica, Econometric Society, Econometric Society, vol. 52(4), pages 939-61, July.
  10. Ekaterini Kyriazidou, 1997. "Estimation of a Panel Data Sample Selection Model," Econometrica, Econometric Society, Econometric Society, vol. 65(6), pages 1335-1364, November.
  11. Han, Aaron K., 1987. "Non-parametric analysis of a generalized regression model : The maximum rank correlation estimator," Journal of Econometrics, Elsevier, Elsevier, vol. 35(2-3), pages 303-316, July.
  12. Abrevaya, Jason, 1999. "Rank regression for current-status data: asymptotic normality," Statistics & Probability Letters, Elsevier, vol. 43(3), pages 275-287, July.
  13. Sherman, Robert P, 1993. "The Limiting Distribution of the Maximum Rank Correlation Estimator," Econometrica, Econometric Society, Econometric Society, vol. 61(1), pages 123-37, January.
  14. Powell, James L & Stock, James H & Stoker, Thomas M, 1989. "Semiparametric Estimation of Index Coefficients," Econometrica, Econometric Society, Econometric Society, vol. 57(6), pages 1403-30, November.
  15. Dipak C. Jain & Naufel J. Vilcassim, 1991. "Investigating Household Purchase Timing Decisions: A Conditional Hazard Function Approach," Marketing Science, INFORMS, INFORMS, vol. 10(1), pages 1-23.
  16. Olsen, Randall J & Wolpin, Kenneth I, 1983. "The Impact of Exogenous Child Mortality on Fertility: A Waiting Time Regression with Dynamic Regressors," Econometrica, Econometric Society, Econometric Society, vol. 51(3), pages 731-49, May.
  17. Honore, Bo E., 1993. "Orthogonality conditions for Tobit models with fixed effects and lagged dependent variables," Journal of Econometrics, Elsevier, Elsevier, vol. 59(1-2), pages 35-61, September.
  18. Gonul, F. & Srinivasan, K., 1993. "Consumer Purchase Behavior in a frequently Bought Product Category: Estimation Issues and Managerial Insights from a Hazard Function Model with Heterogeneity," University of Chicago - Economics Research Center, Chicago - Economics Research Center 93-1, Chicago - Economics Research Center.
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Citations

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Cited by:
  1. Zhou, Yahong, 2008. "Semiparametric estimation of a nonstationary panel data transformation model under symmetry," Economics Letters, Elsevier, vol. 99(1), pages 107-110, April.
  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. Frederiksen, Anders & Honore, Bo E. & Hu, Luojia, 2007. "Discrete time duration models with group-level heterogeneity," Journal of Econometrics, Elsevier, Elsevier, vol. 141(2), pages 1014-1043, December.
  4. Liangjun Su & Zhenlin Yang, 2009. "Asymptotics and Bootstrap for Transformed Panel Data Regressions," Working Papers 03-2009, Singapore Management University, School of Economics.
  5. Jia Chen & Jiti Gao & Degui Li, 2011. "Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics 12/11, Monash University, Department of Econometrics and Business Statistics.
  6. Chen, Songnian, 2010. "An integrated maximum score estimator for a generalized censored quantile regression model," Journal of Econometrics, Elsevier, Elsevier, vol. 155(1), pages 90-98, March.
  7. Abrevaya, Jason, 2000. "Rank estimation of a generalized fixed-effects regression model," Journal of Econometrics, Elsevier, Elsevier, vol. 95(1), pages 1-23, March.
  8. Federico Belotti & Giuseppe Ilardi, 2012. "Consistent Estimation of the “True” Fixed-effects Stochastic Frontier Model," CEIS Research Paper 231, Tor Vergata University, CEIS, revised 18 Apr 2012.
  9. Subbotin, Viktor, 2007. "Asymptotic and bootstrap properties of rank regressions," MPRA Paper 9030, University Library of Munich, Germany, revised 20 Mar 2008.
  10. Subbotin, Viktor, 2008. "Essays on the econometric theory of rank regressions," MPRA Paper 14086, University Library of Munich, Germany.
  11. Khan, Shakeeb & Tamer, Elie, 2007. "Partial rank estimation of duration models with general forms of censoring," Journal of Econometrics, Elsevier, Elsevier, vol. 136(1), pages 251-280, January.

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