IDEAS home Printed from https://ideas.repec.org/a/eee/econom/v126y2005i1p145-171.html
   My bibliography  Save this article

Asymptotic inference from multi-stage samples

Author

Listed:
  • Bhattacharya, Debopam

Abstract

No abstract is available for this item.

Suggested Citation

  • Bhattacharya, Debopam, 2005. "Asymptotic inference from multi-stage samples," Journal of Econometrics, Elsevier, vol. 126(1), pages 145-171, May.
    • Handle: RePEc:eee:econom:v:126:y:2005:i:1:p:145-171
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0304-4076(04)00133-2
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Imbens, Guido W, 1992. "An Efficient Method of Moments Estimator for Discrete Choice Models with Choice-Based Sampling," Econometrica, Econometric Society, vol. 60(5), pages 1187-1214, September.
    2. Pagan,Adrian & Ullah,Aman, 1999. "Nonparametric Econometrics," Cambridge Books, Cambridge University Press, number 9780521355643.
    3. Subramanian, Shankar & Deaton, Angus, 1996. "The Demand for Food and Calories," Journal of Political Economy, University of Chicago Press, vol. 104(1), pages 133-162, February.
    4. Cosslett, Stephen R, 1981. "Maximum Likelihood Estimator for Choice-Based Samples," Econometrica, Econometric Society, vol. 49(5), pages 1289-1316, September.
    5. Jeffrey M Wooldridge, 2010. "Econometric Analysis of Cross Section and Panel Data," MIT Press Books, The MIT Press, edition 2, volume 1, number 0262232588, December.
    6. Pakes, Ariel & Pollard, David, 1989. "Simulation and the Asymptotics of Optimization Estimators," Econometrica, Econometric Society, vol. 57(5), pages 1027-1057, September.
    7. Imbens, Guido W. & Lancaster, Tony, 1996. "Efficient estimation and stratified sampling," Journal of Econometrics, Elsevier, vol. 74(2), pages 289-318, October.
    8. Buhong Zheng, 2002. "Testing Lorenz Curves with Non-Simple Random Samples," Econometrica, Econometric Society, vol. 70(3), pages 1235-1243, May.
    9. Moulton, Brent R., 1986. "Random group effects and the precision of regression estimates," Journal of Econometrics, Elsevier, vol. 32(3), pages 385-397, August.
    10. Kloek, T, 1981. "OLS Estimation in a Model Where a Microvariable Is Explained by Aggregates and Contemporaneous Disturbances Are Equicorrelated," Econometrica, Econometric Society, vol. 49(1), pages 205-207, January.
    11. P. M. Robinson, 1983. "Nonparametric Estimators For Time Series," Journal of Time Series Analysis, Wiley Blackwell, vol. 4(3), pages 185-207, May.
    12. Wooldridge, Jeffrey M., 2001. "Asymptotic Properties Of Weighted M-Estimators For Standard Stratified Samples," Econometric Theory, Cambridge University Press, vol. 17(2), pages 451-470, April.
    13. 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.
    14. Sherman, Robert P., 1994. "U-Processes in the Analysis of a Generalized Semiparametric Regression Estimator," Econometric Theory, Cambridge University Press, vol. 10(2), pages 372-395, June.
    15. Conley, T. G., 1999. "GMM estimation with cross sectional dependence," Journal of Econometrics, Elsevier, vol. 92(1), pages 1-45, September.
    16. Manski, Charles F & Lerman, Steven R, 1977. "The Estimation of Choice Probabilities from Choice Based Samples," Econometrica, Econometric Society, vol. 45(8), pages 1977-1988, November.
    17. Honore, Bo E. & Powell, James L., 1994. "Pairwise difference estimators of censored and truncated regression models," Journal of Econometrics, Elsevier, vol. 64(1-2), pages 241-278.
    18. Jeffrey M. Wooldridge, 1999. "Asymptotic Properties of Weighted M-Estimators for Variable Probability Samples," Econometrica, Econometric Society, vol. 67(6), pages 1385-1406, November.
    19. Charles M. Beach & Russell Davidson, 1983. "Distribution-Free Statistical Inference with Lorenz Curves and Income Shares," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 50(4), pages 723-735.
    Full references (including those not matched with items on IDEAS)

    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.
    1. Ramalho Esmeralda A., 2010. "Covariate Measurement Error: Bias Reduction under Response-Based Sampling," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 14(4), pages 1-34, September.
    2. Kyungchul Song, 2009. "Efficient Estimation of Average Treatment Effects under Treatment-Based Sampling," PIER Working Paper Archive 09-011, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    3. Esmeralda A. Ramalho & Richard J. Smith, 2013. "Discrete Choice Non-Response," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 80(1), pages 343-364.
    4. Ichimura, Hidehiko & Todd, Petra E., 2007. "Implementing Nonparametric and Semiparametric Estimators," Handbook of Econometrics, in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 6, chapter 74, Elsevier.
    5. Esmeralda Ramalho, 2004. "Covariate Measurement Error in Endogenous Stratified Samples," Economics Working Papers 2_2004, University of Évora, Department of Economics (Portugal).
    6. Esmerelda A. Ramalho & Richard Smith, 2003. "Discrete choice non-response," CeMMAP working papers 07/03, Institute for Fiscal Studies.
    7. Prokhorov, Artem & Schmidt, Peter, 2009. "GMM redundancy results for general missing data problems," Journal of Econometrics, Elsevier, vol. 151(1), pages 47-55, July.
    8. Tripathi, Gautam, 2011. "Generalized method of moments (GMM) based inference with stratified samples when the aggregate shares are known," Journal of Econometrics, Elsevier, vol. 165(2), pages 258-265.
    9. Ramalho, Esmeralda A., 2002. "Regression models for choice-based samples with misclassification in the response variable," Journal of Econometrics, Elsevier, vol. 106(1), pages 171-201, January.
    10. Esmeralda Ramalho & Joaquim Ramalho, 2006. "Bias-Corrected Moment-Based Estimators for Parametric Models Under Endogenous Stratified Sampling," Econometric Reviews, Taylor & Francis Journals, vol. 25(4), pages 475-496.
    11. Daniel McFadden, 2001. "Economic Choices," American Economic Review, American Economic Association, vol. 91(3), pages 351-378, June.
    12. Alberto Abadie & Susan Athey & Guido W Imbens & Jeffrey M Wooldridge, 2023. "When Should You Adjust Standard Errors for Clustering?," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 138(1), pages 1-35.
    13. Koen Jochmans, 2013. "Pairwise‐comparison estimation with non‐parametric controls," Econometrics Journal, Royal Economic Society, vol. 16(3), pages 340-372, October.
    14. Buchinsky, Moshe & Li, Fanghua & Liao, Zhipeng, 2022. "Estimation and inference of semiparametric models using data from several sources," Journal of Econometrics, Elsevier, vol. 226(1), pages 80-103.
    15. Esmeralda A. Ramalho & Joaquim J. S. Ramalho, 2006. "Two‐Step Empirical Likelihood Estimation Under Stratified Sampling When Aggregate Information Is Available," Manchester School, University of Manchester, vol. 74(5), pages 577-592, September.
    16. Khan, Shakeeb & Tamer, Elie, 2007. "Partial rank estimation of duration models with general forms of censoring," Journal of Econometrics, Elsevier, vol. 136(1), pages 251-280, January.
    17. repec:hal:wpspec:info:hdl:2441/dambferfb7dfprc9m01h6f4h2 is not listed on IDEAS
    18. Bryan S. Graham & Cristine Campos De Xavier Pinto & Daniel Egel, 2012. "Inverse Probability Tilting for Moment Condition Models with Missing Data," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 79(3), pages 1053-1079.
    19. repec:hal:spmain:info:hdl:2441/dambferfb7dfprc9m01h6f4h2 is not listed on IDEAS
    20. Sung Jae Jun & Sokbae Lee, 2020. "Causal Inference under Outcome-Based Sampling with Monotonicity Assumptions," Papers 2004.08318, arXiv.org, revised Oct 2023.
    21. Jonathan Colmer, 2013. "Climate Variability, Child Labour and Schooling: Evidence on the Intensive and Extensive Margin," GRI Working Papers 132, Grantham Research Institute on Climate Change and the Environment.
    22. Steven Berry & James Levinsohn & Ariel Pakes, 2004. "Differentiated Products Demand Systems from a Combination of Micro and Macro Data: The New Car Market," Journal of Political Economy, University of Chicago Press, vol. 112(1), pages 68-105, February.

    More about this item

    Statistics

    Access and download statistics

    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:eee:econom:v:126:y:2005:i:1:p:145-171. See general information about how to correct material in RePEc.

    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 bibliographic 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.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/jeconom .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.