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Citations for "Non-parametric analysis of a generalized regression model : The maximum rank correlation estimator"

by Han, Aaron K.

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  1. Joseph G. Altonji & Hidehiko Ichimura & Taisuke Otsu, 2008. "Estimating Derivatives in Nonseparable Models with Limited Dependent Variables," NBER Working Papers 14161, National Bureau of Economic Research, Inc.
  2. Govert E. Bijwaard, 2008. "Instrumental Variable Estimation for Duration Data," Tinbergen Institute Discussion Papers 08-032/4, Tinbergen Institute.
  3. Songnian Chen & Yahong Zhou, 2005. "A Simple Matching Method for Estimating Sample Selection Models Using Experimental Data," Annals of Economics and Finance, Society for AEF, vol. 6(1), pages 155-167, May.
  4. Adam Rosen, 2009. "Set identification via quantile restrictions in short panels," CeMMAP working papers CWP26/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  5. repec:spo:wpecon:info:hdl:2441/eu4vqp9ompqllr09ij4oogc0g is not listed on IDEAS
  6. 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.
  7. Steven T. Berry & Philip A. Haile, 2014. "Identification in Differentiated Products Markets Using Market Level Data," Econometrica, Econometric Society, vol. 82, pages 1749-1797, 09.
  8. Gordon B. Dahl, 2002. "Mobility and the Return to Education: Testing a Roy Model with Multiple Markets," Econometrica, Econometric Society, vol. 70(6), pages 2367-2420, November.
  9. Gerd Ronning & Martin Rosemann & Harald Strotmann, 2005. "Post-Randomization Under Test: Estimation of the Probit Model," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 225(5), pages 544-566, September.
  10. Chen, Songnian, 2000. "Efficient estimation of binary choice models under symmetry," Journal of Econometrics, Elsevier, vol. 96(1), pages 183-199, May.
  11. Ahn, Hyungtaik, 1995. "Nonparametric two-stage estimation of conditional choice probabilities in a binary choice model under uncertainty," Journal of Econometrics, Elsevier, vol. 67(2), pages 337-378, June.
  12. Horowitz, J. & Gorgens, T., 1995. "Semiparametric Estimation of a Censored Regression Model with an Unknown Transformation of the Dependent Variable," Working Papers 95-15, University of Iowa, Department of Economics.
  13. Bijwaard, G.E., 2007. "Instrumental variable estimation for duration data," Econometric Institute Research Papers EI 2007-14, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  14. Koen Jochmans, 2013. "Pairwise-comparison estimation with nonparametric controls," Sciences Po publications 2013-04, Sciences Po.
  15. repec:dgr:kubcen:200287 is not listed on IDEAS
  16. Arthur Lewbel, 2000. "Endogenous Selection Or Treatment Model Estimation," Boston College Working Papers in Economics 462, Boston College Department of Economics, revised 13 Jun 2007.
  17. Wang, Hansheng, 2007. "A note on iterative marginal optimization: a simple algorithm for maximum rank correlation estimation," Computational Statistics & Data Analysis, Elsevier, vol. 51(6), pages 2803-2812, March.
  18. repec:dgr:kubcen:200411 is not listed on IDEAS
  19. Edward B. Barbier & Mikolaj Czajkowski & Nick Hanley, 2015. "Is the income elasticity of the willingness to pay for pollution control constant?," Working Papers 2015-04, University of St. Andrews, Department of Geography and Sustainable Development.
  20. Tue Gorgens, 2000. "Semiparametric Estimation of Single-Index Transition Intensities," Econometric Society World Congress 2000 Contributed Papers 0596, Econometric Society.
  21. Huang, J u-Chin & Nychka, Douglas W., 2000. "A nonparametric multiple choice method within the random utility framework," Journal of Econometrics, Elsevier, vol. 97(2), pages 207-225, August.
  22. Alan Sule & Honoré Bo E. & Hu Luojia & Leth-Petersen Søren, 2014. "Estimation of Panel Data Regression Models with Two-Sided Censoring or Truncation," Journal of Econometric Methods, De Gruyter, vol. 3(1), pages 1-20, January.
  23. Anders Frederiksen & Bo E. Honoré & Luojia Hu, 2006. "Discrete Time Duration Models with Group-level Heterogeneity," Discussion Papers 05-008, Stanford Institute for Economic Policy Research.
  24. Chen, Songnian & Zhou, Yahong, 2007. "Estimating a generalized correlation coefficient for a generalized bivariate probit model," Journal of Econometrics, Elsevier, vol. 141(2), pages 1100-1114, December.
  25. Ronning, Gerd, 2005. "Randomized response and the binary probit model," Economics Letters, Elsevier, vol. 86(2), pages 221-228, February.
  26. Chen, Songnian, 2000. "Rank estimation of a location parameter in the binary choice model," Journal of Econometrics, Elsevier, vol. 98(2), pages 317-334, October.
  27. Toshio Honda, 2004. "Nonparametric regression with current status data," Annals of the Institute of Statistical Mathematics, Springer, vol. 56(1), pages 49-72, March.
  28. Fiona Scott Morton, 1996. "Entry and Predation: British Shipping Cartels 1879-1929," NBER Working Papers 5663, National Bureau of Economic Research, Inc.
  29. Sean Murphy & Robert Rosenman & Jonathan Yoder & Daniel Friesner, 2011. "Patients' perceptions and treatment effectiveness," Applied Economics, Taylor & Francis Journals, vol. 43(24), pages 3275-3288.
  30. Aragón, Jorge & Quiróz, Adolfo J., 1995. "Rank regression for current status data," Statistics & Probability Letters, Elsevier, vol. 24(3), pages 251-256, August.
  31. repec:dgr:kubcen:199951 is not listed on IDEAS
  32. Jeremy T. Fox, 2008. "Estimating Matching Games with Transfers," NBER Working Papers 14382, National Bureau of Economic Research, Inc.
  33. Mittelhammer, Ronald C. & Judge, George G, 2008. "A minimum power divergence class of CDFs and estimators for binary choice models," CUDARE Working Paper Series 1059, University of California at Berkeley, Department of Agricultural and Resource Economics and Policy.
  34. Delgado, Miguel A. & Rodriguez-Poo, Juan M. & Wolf, Michael, 2001. "Subsampling inference in cube root asymptotics with an application to Manski's maximum score estimator," Economics Letters, Elsevier, vol. 73(2), pages 241-250, November.
  35. Hausman, J. A. & Abrevaya, Jason & Scott-Morton, F. M., 1998. "Misclassification of the dependent variable in a discrete-response setting," Journal of Econometrics, Elsevier, vol. 87(2), pages 239-269, September.
  36. Kortelainen, Mika, 2008. "Estimation of semiparametric stochastic frontiers under shape constraints with application to pollution generating technologies," MPRA Paper 9257, University Library of Munich, Germany.
  37. Khan, Shakeeb, 2001. "Two-stage rank estimation of quantile index models," Journal of Econometrics, Elsevier, vol. 100(2), pages 319-355, February.
  38. Charles Bellemare & Bertrand Melenberg & Arthur van Soest, 2002. "Semi-parametric models for satisfaction with income," CeMMAP working papers CWP12/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  39. repec:dgr:kubcen:199664 is not listed on IDEAS
  40. Chen, Songnian, 1999. "Distribution-free estimation of the random coefficient dummy endogenous variable model," Journal of Econometrics, Elsevier, vol. 91(1), pages 171-199, July.
  41. Shakeeb Khan & Elie Tamer, 2002. "Pairwise Comparison Estimation of Censored Transformation Models," RCER Working Papers 495, University of Rochester - Center for Economic Research (RCER).
  42. Xiaohong Chen & Han Hong & Denis Nekipelov, 2011. "Nonlinear Models of Measurement Errors," Journal of Economic Literature, American Economic Association, vol. 49(4), pages 901-37, December.
  43. Magnac, Thierry & Maurin, Eric, 2007. "Identification and information in monotone binary models," Journal of Econometrics, Elsevier, vol. 139(1), pages 76-104, July.
  44. Govert Bijwaard & Geert Ridder & Tiemen Woutersen, 2012. "A Simple GMM Estimator for the Semiparametric Mixed Proportional Hazard Model," Norface Discussion Paper Series 2012035, Norface Research Programme on Migration, Department of Economics, University College London.
  45. Jason R. Blevins, 2013. "Non-Standard Rates of Convergence of Criterion-Function-Based Set Estimators," Working Papers 13-02, Ohio State University, Department of Economics.
  46. 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.
  47. Chen, Songnian & Khan, Shakeeb, 2003. "Rates of convergence for estimating regression coefficients in heteroskedastic discrete response models," Journal of Econometrics, Elsevier, vol. 117(2), pages 245-278, December.
  48. Zhou, Yahong, 2008. "Semiparametric estimation of a nonstationary panel data transformation model under symmetry," Economics Letters, Elsevier, vol. 99(1), pages 107-110, April.
  49. David E. Card & David S. Lee & Zhuan Pei & Andrea Weber, 2012. "Nonlinear Policy Rules and the Identification and Estimation of Causal Effects in a Generalized Regression Kink Design," NRN working papers 2012-14, The Austrian Center for Labor Economics and the Analysis of the Welfare State, Johannes Kepler University Linz, Austria.
  50. Shin, Youngki, 2008. "Rank estimation of monotone hazard models," Economics Letters, Elsevier, vol. 100(1), pages 80-82, July.
  51. Bijwaard, G.E., 2007. "Instrumental variable estimation of treatment effects for duration outcomes," Econometric Institute Research Papers EI 2007-20, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  52. Chen, Songnian, 2010. "An integrated maximum score estimator for a generalized censored quantile regression model," Journal of Econometrics, Elsevier, vol. 155(1), pages 90-98, March.
  53. Lee, Lung-fei, 1995. "Semiparametric maximum likelihood estimation of polychotomous and sequential choice models," Journal of Econometrics, Elsevier, vol. 65(2), pages 381-428, February.
  54. Patrick Bajari & Jeremy Fox & Stephen Ryan, 2008. "Evaluating wireless carrier consolidation using semiparametric demand estimation," Quantitative Marketing and Economics, Springer, vol. 6(4), pages 299-338, December.
  55. Andriy Norets & Xun Tang, 2013. "Semi-Parametric Inference in Dynamic Binary Choice Models," PIER Working Paper Archive 13-054, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  56. Tatiana Komarova, 2012. "Binary Choice Models with Discrete Regressors: Identification and Misspecification," STICERD - Econometrics Paper Series /2012/559, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  57. Bruce Meyer & Nikolas Mittag, 2014. "Misclassification in Binary Choice Models," NBER Working Papers 20509, National Bureau of Economic Research, Inc.
  58. Horowitz, Joel L., 2002. "Bootstrap critical values for tests based on the smoothed maximum score estimator," Journal of Econometrics, Elsevier, vol. 111(2), pages 141-167, December.
  59. Lin, Huazhen & Li, Yi & Tan, Ming T., 2013. "Estimating a unitary effect summary based on combined survival and quantitative outcomes," Computational Statistics & Data Analysis, Elsevier, vol. 66(C), pages 129-139.
  60. Mark Yuying An, 1996. "Semiparametric Estimation of Willingness to Pay Distributions," Econometrics 9611001, EconWPA.
  61. repec:cep:stiecm:em/2012/559 is not listed on IDEAS
  62. Dustmann, C. & van Soest, A.H.O., 1999. "Parametric and Semiparametric Estimation in Models with Misclassified Categorical Dependent Variables," Discussion Paper 1999-51, Tilburg University, Center for Economic Research.
  63. Abrevaya, Jason, 2000. "Rank estimation of a generalized fixed-effects regression model," Journal of Econometrics, Elsevier, vol. 95(1), pages 1-23, March.
  64. Fermanian, Jean-David, 2003. "Nonparametric estimation of competing risks models with covariates," Journal of Multivariate Analysis, Elsevier, vol. 85(1), pages 156-191, April.
  65. Abrevaya, Jason, 1999. "Leapfrog estimation of a fixed-effects model with unknown transformation of the dependent variable," Journal of Econometrics, Elsevier, vol. 93(2), pages 203-228, December.
  66. Koen Jochmans, 2011. "Identification in Bivariate binary-choice Models with elliptical innovations," Sciences Po publications info:hdl:2441/eu4vqp9ompq, Sciences Po.
  67. Frazis, Harley & Loewenstein, Mark A., 2003. "Estimating linear regressions with mismeasured, possibly endogenous, binary explanatory variables," Journal of Econometrics, Elsevier, vol. 117(1), pages 151-178, November.
  68. Schafgans, Marcia M.A. & Zinde-Walsh, Victoria, 2002. "On Intercept Estimation In The Sample Selection Model," Econometric Theory, Cambridge University Press, vol. 18(01), pages 40-50, February.
  69. Dustmann, C. & van Soest, A.H.O., 2004. "An analysis of speaking fluency of immigrants using ordered response models with classification errors," Other publications TiSEM 48f7dd4a-ce90-4b0b-b71d-c, Tilburg University, School of Economics and Management.
  70. Chen, Pian & Velamuri, Malathi, 2009. "Misspecification and Heterogeneity in Single-Index, Binary Choice Models," MPRA Paper 15722, University Library of Munich, Germany.
  71. Koen Jochmans, 2014. "Multiplicative-error models with sample selection," Sciences Po publications 2014-05, Sciences Po.
  72. Mittelhammer, Ron C. & Judge, George, 2011. "A family of empirical likelihood functions and estimators for the binary response model," Journal of Econometrics, Elsevier, vol. 164(2), pages 207-217, October.
  73. Subbotin, Viktor, 2008. "Essays on the econometric theory of rank regressions," MPRA Paper 14086, University Library of Munich, Germany.
  74. Xun Tang, 2009. "Binary Regressions with Bounded Median Dependence," PIER Working Paper Archive 09-003, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  75. Arnab Bhattacharjee, 2009. "Testing for Proportional Hazards with Unrestricted Univariate Unobserved Heterogeneity," Discussion Paper Series, Department of Economics 200904, Department of Economics, University of St. Andrews.
  76. Abrevaya, Jason, 1999. "Rank regression for current-status data: asymptotic normality," Statistics & Probability Letters, Elsevier, vol. 43(3), pages 275-287, July.
  77. Feng, Long & Zou, Changliang & Wang, Zhaojun, 2012. "Rank-based inference for the single-index model," Statistics & Probability Letters, Elsevier, vol. 82(3), pages 535-541.
  78. Govert E. Bijwaard, 2008. "Instrumental Variable Estimation for Duration Data," Tinbergen Institute Discussion Papers 08-032/4, Tinbergen Institute.
  79. Govert E. Bijwaard, 2008. "Instrumental Variable Estimation for Duration Data," Tinbergen Institute Discussion Papers 08-032/4, Tinbergen Institute.
  80. Abrevaya, Jason, 1999. "Computation of the maximum rank correlation estimator," Economics Letters, Elsevier, vol. 62(3), pages 279-285, March.
  81. Esmeralda A. Ramalho & Joaquim J.S. Ramalho, 2014. "Moment-based estimation of nonlinear regression models with boundary outcomes and endogeneity, with applications to nonnegative and fractional responses," CEFAGE-UE Working Papers 2014_09, University of Evora, CEFAGE-UE (Portugal).
  82. Hausman, Jerry A. & Woutersen, Tiemen, 2014. "Estimating a semi-parametric duration model without specifying heterogeneity," Journal of Econometrics, Elsevier, vol. 178(P1), pages 114-131.
  83. Lin, Huazhen & Peng, Heng, 2013. "Smoothed rank correlation of the linear transformation regression model," Computational Statistics & Data Analysis, Elsevier, vol. 57(1), pages 615-630.
  84. Joel L. Horowitz, 1996. "Bootstrap Critical Values for Tests Based on the Smoothed Maximum Score Estimator," Econometrics 9603003, EconWPA.
  85. Komarova, Tatiana, 2013. "Binary choice models with discrete regressors: Identification and misspecification," Journal of Econometrics, Elsevier, vol. 177(1), pages 14-33.
  86. Subbotin, Viktor, 2007. "Asymptotic and bootstrap properties of rank regressions," MPRA Paper 9030, University Library of Munich, Germany, revised 20 Mar 2008.
  87. Gerd Ronning, 2006. "Microeconometric models and anonymized micro data," AStA Advances in Statistical Analysis, Springer, vol. 90(1), pages 153-166, March.
  88. Coppejans, Mark, 2001. "Estimation of the binary response model using a mixture of distributions estimator (MOD)," Journal of Econometrics, Elsevier, vol. 102(2), pages 231-269, June.
  89. Bhattacharya, Debopam, 2005. "Asymptotic inference from multi-stage samples," Journal of Econometrics, Elsevier, vol. 126(1), pages 145-171, May.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.