The variance of a rank estimator of transformation models
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Abstract
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DOI: 10.1016/j.econlet.2012.05.001
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Other versions of this item:
- Jochmans, Koen, 2012. "The variance of a rank estimator of transformation models," Economics Letters, Elsevier, vol. 117(1), pages 168-169.
- Koen Jochmans, 2011. "The variance of a rank estimator of transformation models," SciencePo Working papers Main hal-00973007, HAL.
- Koen Jochmans, 2011. "The variance of a rank estimator of transformation models," Working Papers hal-00973007, HAL.
- Koen Jochmans, 2012. "The variance of a rank estimator of transformation models," Post-Print hal-03399550, HAL.
References listed on IDEAS
- Asparouhova, Elena & Golanski, Robert & Kasprzyk, Krzysztof & Sherman, Robert P. & Asparouhov, Tihomir, 2002. "Rank Estimators For A Transformation Model," Econometric Theory, Cambridge University Press, vol. 18(5), pages 1099-1120, October.
- Songnian Chen, 2002. "Rank Estimation of Transformation Models," Econometrica, Econometric Society, vol. 70(4), pages 1683-1697, July.
- Sherman, Robert P, 1993. "The Limiting Distribution of the Maximum Rank Correlation Estimator," Econometrica, Econometric Society, vol. 61(1), pages 123-137, January.
Citations
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Cited by:
- Koen Jochmans, 2013.
"Pairwise‐comparison estimation with non‐parametric controls,"
Econometrics Journal, Royal Economic Society, vol. 16(3), pages 340-372, October.
- Koen Jochmans, 2013. "Pairwise-comparison estimation with nonparametric controls," SciencePo Working papers hal-00973068, HAL.
- Koen Jochmans, 2013. "Pairwise-comparison estimation with non-parametric controls," SciencePo Working papers Main hal-03399882, HAL.
- Koen Jochmans, 2013. "Pairwise-comparison estimation with non-parametric controls," Post-Print hal-03399882, HAL.
- Koen Jochmans, 2013. "Pairwise-comparison estimation with nonparametric controls," Working Papers hal-00973068, HAL.
- Koen Jochmans, 2013. "Pairwise-comparison estimation with nonparametric controls," SciencePo Working papers Main hal-00973068, HAL.
- Irene Botosaru & Chris Muris, 2017.
"Binarization for panel models with fixed effects,"
CeMMAP working papers
31/17, Institute for Fiscal Studies.
- Irene Botosaru & Chris Muris, 2017. "Binarization for panel models with fixed effects," CeMMAP working papers CWP31/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- repec:spo:wpmain:info:hdl:2441/dambferfb7dfprc9m01h6f4h2 is not listed on IDEAS
- repec:spo:wpecon:info:hdl:2441/dambferfb7dfprc9m01h6f4h2 is not listed on IDEAS
- Arkadiusz Szydlowski, 2017. "Testing a parametric transformation model versus a nonparametric alternative," Discussion Papers in Economics 17/15, Division of Economics, School of Business, University of Leicester.
- repec:hal:spmain:info:hdl:2441/dambferfb7dfprc9m01h6f4h2 is not listed on IDEAS
- repec:hal:wpspec:info:hdl:2441/dambferfb7dfprc9m01h6f4h2 is not listed on IDEAS
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More about this item
Keywords
Influence function; Transformation model; Two-step estimator;All these keywords.
JEL classification:
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C41 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Duration Analysis; Optimal Timing Strategies
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