Extended RC Association Models Allowing for Order Restrictions and Marginal Modeling
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Bartolucci F. & Forcina A. & Dardanoni V., 2001. "Positive Quadrant Dependence and Marginal Modeling in Two-Way Tables With Ordered Margins," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 1497-1505, December.
- Gourieroux,Christian & Monfort,Alain, 1995.
"Statistics and Econometric Models,"
Cambridge Books,
Cambridge University Press, number 9780521471626, June.
- Gourieroux,Christian & Monfort,Alain, 1995. "Statistics and Econometric Models," Cambridge Books, Cambridge University Press, number 9780521477451, June.
- Gourieroux,Christian & Monfort,Alain, 1995. "Statistics and Econometric Models," Cambridge Books, Cambridge University Press, number 9780521477444, June.
- Gourieroux,Christian & Monfort,Alain, 1995. "Statistics and Econometric Models," Cambridge Books, Cambridge University Press, number 9780521405515, June.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Tamás Rudas & Wicher P. Bergsma, 2004. "On applications of marginal models for categorical data," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(1), pages 15-37.
- Alan Agresti, 2014. "Two Bayesian/frequentist challenges for categorical data analyses," METRON, Springer;Sapienza Università di Roma, vol. 72(2), pages 125-132, August.
- Carolyn Anderson, 2013. "Multidimensional Item Response Theory Models with Collateral Information as Poisson Regression Models," Journal of Classification, Springer;The Classification Society, vol. 30(2), pages 276-303, July.
- Demirhan, Haydar, 2013. "Bayesian estimation of order-restricted and unrestricted association models," Journal of Multivariate Analysis, Elsevier, vol. 121(C), pages 109-126.
- Lui Kung-Jong, 2016. "Testing Equality in Ordinal Data with Repeated Measurements: A Model-Free Approach," The International Journal of Biostatistics, De Gruyter, vol. 12(2), pages 1-10, November.
- Gao, Wei & Kuriki, Satoshi, 2006. "Testing marginal homogeneity against stochastically ordered marginals for rxr contingency tables," Journal of Multivariate Analysis, Elsevier, vol. 97(6), pages 1330-1341, July.
- Ivy Liu & Alan Agresti, 2005. "The analysis of ordered categorical data: An overview and a survey of recent developments," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 14(1), pages 1-73, June.
- G. Iliopoulos & M. Kateri & I. Ntzoufras, 2009. "Bayesian Model Comparison for the Order Restricted RC Association Model," Psychometrika, Springer;The Psychometric Society, vol. 74(4), pages 561-587, December.
- L. Ark & Marcel Croon & Klaas Sijtsma, 2008. "Mokken Scale Analysis for Dichotomous Items Using Marginal Models," Psychometrika, Springer;The Psychometric Society, vol. 73(2), pages 183-208, June.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Patrick Fève & Julien Matheron & Jean‐Guillaume Sahuc, 2009.
"Minimum Distance Estimation and Testing of DSGE Models from Structural VARs,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(6), pages 883-894, December.
- Fève, Patrick & Matheron, Julien & Sahuc, Jean-Guillaume, 2009. "Minimum Distance Estimation and Testing of DSGE Models from Structural VARs," TSE Working Papers 09-138, Toulouse School of Economics (TSE).
- Patrick Fève & Julien Matheron & Jean-Guillaume Sahuc, 2009. "Minimum Distance Estimation and Testing of DSGE Models from Structural VARs," Post-Print hal-01612710, HAL.
- Fève, P. & Matheron, J. & Sahuc, J-G., 2009. "Minimum Distance Estimation and Testing of DSGE Models from Structural VARs," Working papers 245, Banque de France.
- Dufour, J.M., 2001.
"Logique et tests d'hypotheses: reflexions sur les problemes mal poses en econometrie,"
Cahiers de recherche
2001-15, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- DUFOUR, Jean-Marie, 2001. "Logique et tests d'hypotheses: reflexions sur les problemes mal poses en econometrie," Cahiers de recherche 2001-15, Universite de Montreal, Departement de sciences economiques.
- Jean-Marie Dufour, 2001. "Logiques et tests d'hypothèses : réflexions sur les problèmes mal posés en économétrie," CIRANO Working Papers 2001s-40, CIRANO.
- Georgiev, Iliyan, 2010. "Model-based asymptotic inference on the effect of infrequent large shocks on cointegrated variables," Journal of Econometrics, Elsevier, vol. 158(1), pages 37-50, September.
- Patrick Gagliardini & Christian Gouriéroux, 2011.
"Approximate Derivative Pricing for Large Classes of Homogeneous Assets with Systematic Risk,"
Journal of Financial Econometrics, Society for Financial Econometrics, vol. 9(2), pages 237-280, Spring.
- Patrick GAGLIARDINI & Christian GOURIEROUX, 2010. "Approximate Derivative Pricing for Large Classes of Homogeneous Assets with Systematic Risk," Working Papers 2010-07, Center for Research in Economics and Statistics.
- Bergman, Mats A. & Johansson, Per & Bergman, M.A., 2002. "Large investments in the pulp and paper industry: a count data regression analysis," Journal of Forest Economics, Elsevier, vol. 8(1), pages 29-52.
- Luis Orea & David Roibás & Alan Wall, 2004.
"Choosing the Technical Efficiency Orientation to Analyze Firms' Technology: A Model Selection Test Approach,"
Journal of Productivity Analysis, Springer, vol. 22(1), pages 51-71, July.
- Orea, Luis & Roibas, David & Wall, Alan, 2002. "Choosing the Technical Efficiency Orientation to Analyze Firms’ Technology: A Model Selection Test Approach," Efficiency Series Papers 2002/04, University of Oviedo, Department of Economics, Oviedo Efficiency Group (OEG).
- Gerhard, Frank & Hess, Dieter & Pohlmeier, Winfried, 1998. "What a Difference a Day Makes: On the Common Market Microstructure of Trading Days," CoFE Discussion Papers 98/01, University of Konstanz, Center of Finance and Econometrics (CoFE).
- Alexandre Petkovic & David Veredas, 2009.
"Aggregation of linear models for panel data,"
Working Papers ECARES
2009-012, ULB -- Universite Libre de Bruxelles.
- Alexandre Petkovic & David Veredas, 2010. "Aggregation of linear models for panel data," ULB Institutional Repository 2013/136203, ULB -- Universite Libre de Bruxelles.
- Makki, Shiva S. & Somwaru, Agapi, 2002. "Asymmetric Information In Cotton Insurance Markets: Evidence From Texas," 2002 Annual meeting, July 28-31, Long Beach, CA 19827, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Roxana Chiriac & Valeri Voev, 2011.
"Modelling and forecasting multivariate realized volatility,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(6), pages 922-947, September.
- Roxana Chiriac & Valeri Voev, 2008. "Modelling and Forecasting Multivariate Realized Volatility," CREATES Research Papers 2008-39, Department of Economics and Business Economics, Aarhus University.
- Chiriac, Roxana & Voev, Valeri, 2008. "Modelling and forecasting multivariate realized volatility," CoFE Discussion Papers 08/06, University of Konstanz, Center of Finance and Econometrics (CoFE).
- Peñaranda, Francisco & Sentana, Enrique, 2012.
"Spanning tests in return and stochastic discount factor mean–variance frontiers: A unifying approach,"
Journal of Econometrics, Elsevier, vol. 170(2), pages 303-324.
- Francisco Peñaranda & Enrique Sentana, 2004. "Spanning Tests in Return and Stochastic Discount Factor Mean-Variance Frontiers: A Unifying Approach," Working Papers wp2004_0410, CEMFI.
- Francisco Peñaranda & Enrique Sentana, 2008. "Spanning tests in return and stochastic discount factor mean-variance frontiers: A unifying approach," Economics Working Papers 1101, Department of Economics and Business, Universitat Pompeu Fabra, revised Sep 2010.
- Enrique Sentana & Francisco Penaranda, 2004. "Spanning Tests in Return and Stochastic Discount Factor Mean-Variance Frontiers: A Unifying Approach," FMG Discussion Papers dp497, Financial Markets Group.
- Peñaranda, Francisco & Sentana, Enrique, 2004. "Spanning Tests in Return and Stochastic Discount Factor Mean Variance Frontiers: A Unifying Approach," CEPR Discussion Papers 4422, C.E.P.R. Discussion Papers.
- Sun, Yixiao X & Phillips, Peter C. B. & Jin, Sainan, 2005. "Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing∗," University of California at San Diego, Economics Working Paper Series qt16b3j2hd, Department of Economics, UC San Diego.
- Laurent, Sébastien & Rombouts, Jeroen V.K. & Violante, Francesco, 2013.
"On loss functions and ranking forecasting performances of multivariate volatility models,"
Journal of Econometrics, Elsevier, vol. 173(1), pages 1-10.
- Sébastien Laurent & Jeroen Rombouts & Francesco Violente, 2009. "On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models," CIRANO Working Papers 2009s-45, CIRANO.
- Sébastien Laurent & Jeroen V.K. Rombouts & Francesco Violante, 2009. "On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models," Cahiers de recherche 0948, CIRPEE.
- van den Berg, Gerard J. & van der Klaauw, Bas, 2001.
"Combining micro and macro unemployment duration data,"
Journal of Econometrics, Elsevier, vol. 102(2), pages 271-309, June.
- Gerard J, Van den Berg & Bas Van der Klmaauw, 1998. "Combining Micro and Macro Unemployment Duration Data," Working Papers 98-58, Center for Research in Economics and Statistics.
- Gerard J. van den Berg & Bas van der Klaauw, 1998. "Combining Micro and Macro Unemployment Duration Data," Tinbergen Institute Discussion Papers 98-098/3, Tinbergen Institute.
- van den Berg, Gerard J. & van der Klaauw, Bas, 2000. "Combining Micro and Macro Unemployment Duration Data," IZA Discussion Papers 109, Institute of Labor Economics (IZA).
- van den Berg, Gerard J & van der Klaauw, Bas, 2000. "Combining Micro and Macro Unemployment Duration Data," CEPR Discussion Papers 2494, C.E.P.R. Discussion Papers.
- Jeremy T. Fox, 2018.
"Estimating matching games with transfers,"
Quantitative Economics, Econometric Society, vol. 9(1), pages 1-38, March.
- Jeremy T. Fox, 2008. "Estimating Matching Games with Transfers," NBER Working Papers 14382, National Bureau of Economic Research, Inc.
- Jeremy Fox, 2016. "Estimating Matching Games with Transfers," CeMMAP working papers CWP14/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Boug, Pål & Cappelen, Adne & Swensen, Anders Rygh, 2010.
"The new Keynesian Phillips curve revisited,"
Journal of Economic Dynamics and Control, Elsevier, vol. 34(5), pages 858-874, May.
- Pål Boug & Ådne Cappelen & Anders Rygh Swensen, 2007. "The New Keynesian Phillips Curve revisited," Discussion Papers 500, Statistics Norway, Research Department.
- Kyoo il Kim, 2006.
"Semiparametric Estimation of Signaling Games,"
Working Papers
19-2006, Singapore Management University, School of Economics.
- Kyoo il Kim, 2006. "Semiparametric Estimation of Signaling Games," Labor Economics Working Papers 22452, East Asian Bureau of Economic Research.
- Gouriéroux, Christian & Monfort, Alain & Renne, Jean-Paul, 2017.
"Statistical inference for independent component analysis: Application to structural VAR models,"
Journal of Econometrics, Elsevier, vol. 196(1), pages 111-126.
- Christian Gouriéroux & Alain Monfort & Jean-Paul Renne, 2016. "Statistical Inference for Independent Component Analysis: Application to Structural VAR Models," Working Papers 2016-20, Center for Research in Economics and Statistics.
- Christian Gouriéroux & Alain Monfort & Jean-Paul Renne, 2017. "Statistical Inference for Independent Component Analysis: Application to Structural VAR Models," Working Papers 2017-09, Center for Research in Economics and Statistics.
- Jean-Marie Dufour & Alain Trognon & Purevdorj Tuvaandorj, 2017.
"Invariant tests based on M -estimators, estimating functions, and the generalized method of moments,"
Econometric Reviews, Taylor & Francis Journals, vol. 36(1-3), pages 182-204, March.
- Jean-Marie Dufour & Alain Trognon, 2000. "Invariant Tests Based on M-Estimators, Estimating Functions and the Generalized Method of Moments," Econometric Society World Congress 2000 Contributed Papers 1420, Econometric Society.
- Jean-Marie Dufour & Alain Trognon & Purevdorj Tuvaandorj, 2015. "Invariant tests based on M-estimators, estimating functions, and the generalized method of moments," CIRANO Working Papers 2015s-27, CIRANO.
- Gordon Anderson & Kinda Hachem, 2013. "Institutions and Economic Outcomes: A Dominance-Based Analysis," Econometric Reviews, Taylor & Francis Journals, vol. 32(1), pages 164-182, January.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bes:jnlasa:v:97:y:2002:m:december:p:1192-1199. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F. Baum). General contact details of provider: http://www.amstat.org/publications/jasa/index.cfm?fuseaction=main .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.