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

Citations

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Cited by:

  1. Luis E. Candelaria, 2020. "A Semiparametric Network Formation Model with Unobserved Linear Heterogeneity," Papers 2007.05403, arXiv.org, revised Aug 2020.
  2. Candelaria, Luis E., 2020. "A Semiparametric Network Formation Model with Unobserved Linear Heterogeneity," The Warwick Economics Research Paper Series (TWERPS) 1279, University of Warwick, Department of Economics.
  3. 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.
  4. Bellemare, C. & Melenberg, B. & van Soest, A.H.O., 2002. "Semi-parametric Models for Satisfaction with Income," Other publications TiSEM a7ab8987-444a-4ab0-b566-c, Tilburg University, School of Economics and Management.
  5. Patrick Bajari & Jeremy Fox & Stephen Ryan, 2008. "Evaluating wireless carrier consolidation using semiparametric demand estimation," Quantitative Marketing and Economics (QME), Springer, vol. 6(4), pages 299-338, December.
  6. Jochmans, Koen, 2015. "Multiplicative-error models with sample selection," Journal of Econometrics, Elsevier, vol. 184(2), pages 315-327.
  7. Liang, Weijuan & Ma, Shuangge & Lin, Cunjie, 2021. "Marginal false discovery rate for a penalized transformation survival model," Computational Statistics & Data Analysis, Elsevier, vol. 160(C).
  8. 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.
  9. Esmeralda A. Ramalho & Joaquim J. S. Ramalho, 2017. "Moment-based estimation of nonlinear regression models with boundary outcomes and endogeneity, with applications to nonnegative and fractional responses," Econometric Reviews, Taylor & Francis Journals, vol. 36(4), pages 397-420, April.
  10. Shuangge Ma & Jian Huang, 2007. "Combining Multiple Markers for Classification Using ROC," Biometrics, The International Biometric Society, vol. 63(3), pages 751-757, September.
  11. Amos Golan & Enrico Moretti & Jeffrey M.Perloff, 2004. "A Small-Sample Estimator for the Sample-Selection Model," Econometric Reviews, Taylor & Francis Journals, vol. 23(1), pages 71-91.
  12. Chen, Le-Yu & Lee, Sokbae, 2019. "Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models," Journal of Econometrics, Elsevier, vol. 210(2), pages 482-497.
  13. Chen, Songnian, 2000. "Efficient estimation of binary choice models under symmetry," Journal of Econometrics, Elsevier, vol. 96(1), pages 183-199, May.
  14. 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.
  15. 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.
  16. Ronning, Gerd, 2005. "Randomized response and the binary probit model," Economics Letters, Elsevier, vol. 86(2), pages 221-228, February.
  17. Magnac, Thierry & Maurin, Eric, 2007. "Identification and information in monotone binary models," Journal of Econometrics, Elsevier, vol. 139(1), pages 76-104, July.
  18. Koen Jochmans, 2011. "Identification in Bivariate binary-choice Models with elliptical innovations," Working Papers hal-01069483, HAL.
  19. Ping Zhang & Arthur van Soest & Xiaodong Gong, 2005. "The effects of the gender of children on expenditure patterns in rural China: a semiparametric analysis," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(4), pages 509-527.
  20. 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.
  21. Shakeeb Khan & Fu Ouyang & Elie Tamer, 2020. "Inference on Semiparametric Multinomial Response Models," Discussion Papers Series 627, School of Economics, University of Queensland, Australia.
  22. Fan, Yanqin & Han, Fang & Li, Wei & Zhou, Xiao-Hua, 2020. "On rank estimators in increasing dimensions," Journal of Econometrics, Elsevier, vol. 214(2), pages 379-412.
  23. repec:hal:spmain:info:hdl:2441/3vl5fe4i569nbr005tctlc8ll5 is not listed on IDEAS
  24. Chen, Songnian & Zhang, Hanghui, 2020. "n-prediction of generalized heteroscedastic transformation regression models," Journal of Econometrics, Elsevier, vol. 215(2), pages 305-340.
  25. Sokbae Lee & Myung Hwan Seo & Youngki Shin, 2017. "Correction," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 112(518), pages 883-883, April.
  26. Komarova, Tatiana, 2013. "Binary choice models with discrete regressors: Identification and misspecification," Journal of Econometrics, Elsevier, vol. 177(1), pages 14-33.
  27. Rosen, Adam M., 2012. "Set identification via quantile restrictions in short panels," Journal of Econometrics, Elsevier, vol. 166(1), pages 127-137.
  28. Kharratzadeh, Milad & Coates, Mark, 2017. "Semi-parametric order-based generalized multivariate regression," Journal of Multivariate Analysis, Elsevier, vol. 156(C), pages 89-102.
  29. Shakeeb Khan & Arnaud Maurel & Yichong Zhang, 2023. "Informational Content of Factor Structures in Simultaneous Binary Response Models," Advances in Econometrics, in: Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical Applications, volume 45, pages 385-410, Emerald Group Publishing Limited.
  30. 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.
  31. 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.
  32. Huybrechts F. Bindele & Ash Abebe & Karlene N. Meyer, 2018. "General rank-based estimation for regression single index models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 70(5), pages 1115-1146, October.
  33. Ming-Yueh Huang & Chin-Tsang Chiang, 2017. "Estimation and Inference Procedures for Semiparametric Distribution Models with Varying Linear-Index," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 44(2), pages 396-424, June.
  34. repec:hal:wpspec:info:hdl:2441/3vl5fe4i569nbr005tctlc8ll5 is not listed on IDEAS
  35. repec:hal:spmain:info:hdl:2441/eu4vqp9ompqllr09ij4oogc0g is not listed on IDEAS
  36. Áureo de Paula, 2020. "Econometric Models of Network Formation," Annual Review of Economics, Annual Reviews, vol. 12(1), pages 775-799, August.
  37. Ronning Gerd & Rosemann Martin & Strotmann Harald, 2005. "Post-Randomization Under Test: Estimation of the Probit Model," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 225(5), pages 544-566, October.
  38. Alfio Marazzi, 2021. "Improving the Efficiency of Robust Estimators for the Generalized Linear Model," Stats, MDPI, vol. 4(1), pages 1-20, February.
  39. Alexander Torgovitsky, 2019. "Partial identification by extending subdistributions," Quantitative Economics, Econometric Society, vol. 10(1), pages 105-144, January.
  40. Jeremy T. Fox, 2018. "Estimating matching games with transfers," Quantitative Economics, Econometric Society, vol. 9(1), pages 1-38, March.
  41. 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.
  42. Khai Xiang Chiong & Matthew Shum, 2019. "Random Projection Estimation of Discrete-Choice Models with Large Choice Sets," Management Science, INFORMS, vol. 65(1), pages 256-271, January.
  43. Joseph G. Altonji & Hidehiko Ichimura & Taisuke Otsu, 2012. "Estimating Derivatives in Nonseparable Models With Limited Dependent Variables," Econometrica, Econometric Society, vol. 80(4), pages 1701-1719, July.
  44. 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.
  45. Koen Jochmans, 2013. "Pairwise‐comparison estimation with non‐parametric controls," Econometrics Journal, Royal Economic Society, vol. 16(3), pages 340-372, October.
  46. 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.
  47. 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.
  48. Mark Yuying An, 1996. "Semiparametric Estimation of Willingness to Pay Distributions," Econometrics 9611001, University Library of Munich, Germany.
  49. Edward B. Barbier & Mikołaj Czajkowski & Nick Hanley, 2017. "Is the Income Elasticity of the Willingness to Pay for Pollution Control Constant?," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 68(3), pages 663-682, November.
  50. Dupas, Pascaline & Bhattacharya, Debopam & ,, 2019. "Demand and Welfare Analysis in Discrete Choice Models with Social Interactions," CEPR Discussion Papers 13707, C.E.P.R. Discussion Papers.
  51. Koen Jochmans, 2011. "Identification in Bivariate binary-choice Models with elliptical innovations," Working Papers hal-01069483, HAL.
  52. Dustmann C. & Van Soest A., 2004. "An Analysis of Speaking Fluency of Immigrants Using Ordered Response Models With Classification Errors," Journal of Business & Economic Statistics, American Statistical Association, vol. 22, pages 312-321, July.
  53. Shakeeb Khan & Fu Ouyang & Elie Tamer, 2019. "Inference on Semiparametric Multinomial Response Models," Boston College Working Papers in Economics 980, Boston College Department of Economics.
  54. repec:hal:wpspec:info:hdl:2441/eu4vqp9ompqllr09ij4oogc0g is not listed on IDEAS
  55. Bijwaard Govert E. & Ridder Geert & Woutersen Tiemen, 2013. "A Simple GMM Estimator for the Semiparametric Mixed Proportional Hazard Model," Journal of Econometric Methods, De Gruyter, vol. 2(1), pages 1-23, July.
  56. Heikki Kauppi, 2019. "Recession Prediction with OptimalUse of Leading Indicators," Discussion Papers 125, Aboa Centre for Economics.
  57. Tatiana Komarova, 2012. "Binary Choice Models with Discrete Regressors: Identification and Misspecification," STICERD - Econometrics Paper Series 559, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  58. James Wolter, 2015. "Kernel Estimation Of Hazard Functions When Observations Have Dependent and Common Covariates," Economics Series Working Papers 761, University of Oxford, Department of Economics.
  59. Hyungtaik Ahn & Hidehiko Ichimura & James L. Powell & Paul A. Ruud, 2018. "Simple Estimators for Invertible Index Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(1), pages 1-10, January.
  60. Paul B. Ellickson & Stephanie Houghton & Christopher Timmins, 2010. "Estimating Network Economies in Retail Chains: A Revealed Preference Approach," NBER Working Papers 15832, National Bureau of Economic Research, Inc.
  61. Ron Mittelhammer & George Judge, 2009. "A Minimum Power Divergence Class of CDFs and Estimators for the Binary Choice Model," International Econometric Review (IER), Econometric Research Association, vol. 1(1), pages 33-49, April.
  62. 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.
  63. 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.
  64. Steven T. Berry & Philip A. Haile, 2014. "Identification in Differentiated Products Markets Using Market Level Data," Econometrica, Econometric Society, vol. 82, pages 1749-1797, September.
  65. Tue Gørgens, 1999. "Semiparametric Estimation of Single-Index Transition Intensities," Discussion Papers 99-25, University of Copenhagen. Department of Economics.
  66. Gallant, A. Ronald & Hong, Han & Leung, Michael P. & Li, Jessie, 2022. "Constrained estimation using penalization and MCMC," Journal of Econometrics, Elsevier, vol. 228(1), pages 85-106.
  67. Mayer Walter J. & Wu Chen, 2013. "A maximum score test for binary response models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(5), pages 619-639, December.
  68. Margaret Sullivan Pepe & Tianxi Cai & Gary Longton, 2006. "Combining Predictors for Classification Using the Area under the Receiver Operating Characteristic Curve," Biometrics, The International Biometric Society, vol. 62(1), pages 221-229, March.
  69. Debopam Bhattacharya, 2021. "The Empirical Content of Binary Choice Models," Econometrica, Econometric Society, vol. 89(1), pages 457-474, January.
  70. repec:cep:stiecm:em/2012/559 is not listed on IDEAS
  71. Yan, Jin & Yoo, Hong Il, 2019. "Semiparametric estimation of the random utility model with rank-ordered choice data," Journal of Econometrics, Elsevier, vol. 211(2), pages 414-438.
  72. 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, vol. 90(2), pages 155-191, June.
  73. Fu Ouyang & Thomas Tao Yang, 2020. "Semiparametric Discrete Choice Models for Bundles," Discussion Papers Series 625, School of Economics, University of Queensland, Australia.
  74. Alfio Marazzi & Marina Valdora & Victor Yohai & Michael Amiguet, 2019. "A robust conditional maximum likelihood estimator for generalized linear models with a dispersion parameter," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 28(1), pages 223-241, March.
  75. 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.
  76. Youngki Shin & Zvezdomir Todorov, 2021. "Exact computation of maximum rank correlation estimator," The Econometrics Journal, Royal Economic Society, vol. 24(3), pages 589-607.
  77. Adam M. Rosen & Takuya Ura, 2019. "Finite Sample Inference for the Maximum Score Estimand," Papers 1903.01511, arXiv.org, revised May 2020.
  78. A. Norets & X. Tang, 2014. "Semiparametric Inference in Dynamic Binary Choice Models," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 81(3), pages 1229-1262.
  79. Chen, Xirong & Gao, Wenzheng & Li, Zheng, 2018. "A data-driven bandwidth selection method for the smoothed maximum score estimator," Economics Letters, Elsevier, vol. 170(C), pages 24-26.
  80. 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.
  81. 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.
  82. 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.
  83. Shin, Youngki, 2008. "Rank estimation of monotone hazard models," Economics Letters, Elsevier, vol. 100(1), pages 80-82, July.
  84. Shakeeb Khan & Fu Ouyang & Elie Tamer, 2021. "Inference on semiparametric multinomial response models," Quantitative Economics, Econometric Society, vol. 12(3), pages 743-777, July.
  85. Bijwaard, Govert, 2007. "Instrumental Variable Estimation of Treatment Effects for Duration Outcomes," IZA Discussion Papers 2896, Institute of Labor Economics (IZA).
  86. Subbotin, Viktor, 2008. "Essays on the econometric theory of rank regressions," MPRA Paper 14086, University Library of Munich, Germany.
  87. Xiao‐Hua Zhou & Huazhen Lin & Eric Johnson, 2008. "Non‐parametric heteroscedastic transformation regression models for skewed data with an application to health care costs," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 70(5), pages 1029-1047, November.
  88. Joel L. Horowitz, 1996. "Bootstrap Critical Values for Tests Based on the Smoothed Maximum Score Estimator," Econometrics 9603003, University Library of Munich, Germany.
  89. Toshio Honda, 2004. "Nonparametric regression with current status data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 56(1), pages 49-72, March.
  90. Xiaohong Chen & Han Hong & Denis Nekipelov, 2011. "Nonlinear Models of Measurement Errors," Journal of Economic Literature, American Economic Association, vol. 49(4), pages 901-937, December.
  91. Danyang Huang & Runze Li & Hansheng Wang, 2014. "Feature Screening for Ultrahigh Dimensional Categorical Data With Applications," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(2), pages 237-244, April.
  92. Shakeeb Khan & Elie Tamer, 2002. "Pairwise Comparison Estimation of Censored Transformation Models," RCER Working Papers 495, University of Rochester - Center for Economic Research (RCER).
  93. Khan, Shakeeb, 2001. "Two-stage rank estimation of quantile index models," Journal of Econometrics, Elsevier, vol. 100(2), pages 319-355, February.
  94. 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.
  95. repec:hal:wpspec:info:hdl:2441/dambferfb7dfprc9m01h6f4h2 is not listed on IDEAS
  96. Bijwaard, G.E., 2002. "Instrumental variable estimation for duration data," Econometric Institute Research Papers EI 2002-39, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  97. Shakeeb Khan & Xiaoying Lan & Elie Tamer & Qingsong Yao, 2021. "Estimating High Dimensional Monotone Index Models by Iterative Convex Optimization1," Papers 2110.04388, arXiv.org, revised Feb 2023.
  98. Yuxin Zhu & Mei‐Cheng Wang, 2022. "Obtaining optimal cutoff values for tree classifiers using multiple biomarkers," Biometrics, The International Biometric Society, vol. 78(1), pages 128-140, March.
  99. 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.
  100. Wayne Yuan Gao & Ming Li, 2020. "Robust Semiparametric Estimation in Panel Multinomial Choice Models," Papers 2009.00085, arXiv.org.
  101. Chen, Songnian, 2010. "Root-N-consistent estimation of fixed-effect panel data transformation models with censoring," Journal of Econometrics, Elsevier, vol. 159(1), pages 222-234, November.
  102. Lewbel, Arthur, 2007. "Endogenous selection or treatment model estimation," Journal of Econometrics, Elsevier, vol. 141(2), pages 777-806, December.
  103. Yanqin Fan & Fang Han & Wei Li & Xiao-Hua Zhou, 2019. "On rank estimators in increasing dimensions," Papers 1908.05255, arXiv.org.
  104. Lim, Alejandro & Chiang, Chin-Tsang & Teng, Jen-Chieh, 2021. "Estimating robot strengths with application to selection of alliance members in FIRST robotics competitions," Computational Statistics & Data Analysis, Elsevier, vol. 158(C).
  105. repec:cep:stiecm:/2012/559 is not listed on IDEAS
  106. Tatiana Komarova & William Matcham, 2022. "Multivariate ordered discrete response models," Papers 2205.05779, arXiv.org, revised Mar 2023.
  107. Shi, Xingjie & Huang, Yuan & Huang, Jian & Ma, Shuangge, 2018. "A Forward and Backward Stagewise algorithm for nonconvex loss functions with adaptive Lasso," Computational Statistics & Data Analysis, Elsevier, vol. 124(C), pages 235-251.
  108. 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.
  109. Xin Huang & Gengsheng Qin & Yixin Fang, 2011. "Optimal Combinations of Diagnostic Tests Based on AUC," Biometrics, The International Biometric Society, vol. 67(2), pages 568-576, June.
  110. Christoph Breunig & Stephan Martin, 2020. "Nonclassical Measurement Error in the Outcome Variable," Papers 2009.12665, arXiv.org, revised May 2021.
  111. Jacquemain, Alexandre & Heuchenne, Cédric & Pircalabelu, Eugen, 2024. "A penalised bootstrap estimation procedure for the explained Gini coefficient," LIDAM Discussion Papers ISBA 2024005, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  112. 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.
  113. Xiao Song & Shuangge Ma, 2010. "Penalised variable selection with U-estimates," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 22(4), pages 499-515.
  114. 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.
  115. Abrevaya, Jason, 2000. "Rank estimation of a generalized fixed-effects regression model," Journal of Econometrics, Elsevier, vol. 95(1), pages 1-23, March.
  116. Liu, Tianqing & Yuan, Xiaohui & Sun, Jianguo, 2021. "Weighted rank estimation for nonparametric transformation models with nonignorable missing data," Computational Statistics & Data Analysis, Elsevier, vol. 153(C).
  117. Wolter, James Lewis, 2016. "Kernel estimation of hazard functions when observations have dependent and common covariates," Journal of Econometrics, Elsevier, vol. 193(1), pages 1-16.
  118. Bhattacharjee, Arnab, 2009. "Testing for Proportional Hazards with Unrestricted Univariate Unobserved Heterogeneity," SIRE Discussion Papers 2009-22, Scottish Institute for Research in Economics (SIRE).
  119. Hanemann, W. Michael & Kanninen, Barbara, 1996. "The Statistical Analysis Of Discrete-Response Cv Data," CUDARE Working Papers 25022, University of California, Berkeley, Department of Agricultural and Resource Economics.
  120. Shao‐Hsuan Wang & Chin‐Tsang Chiang, 2020. "Concordance‐based estimation approaches for the optimal sufficient dimension reduction score," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 47(3), pages 662-689, September.
  121. Frederiksen, Anders & Honore, Bo E. & Hu, Luojia, 2007. "Discrete time duration models with group-level heterogeneity," Journal of Econometrics, Elsevier, vol. 141(2), pages 1014-1043, December.
  122. 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.
  123. Zhang, Haixiang & Huang, Jian & Sun, Liuquan, 2020. "A rank-based approach to estimating monotone individualized two treatment regimes," Computational Statistics & Data Analysis, Elsevier, vol. 151(C).
  124. Brendan Kline, 2016. "Identification of the Direction of a Causal Effect by Instrumental Variables," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(2), pages 176-184, April.
  125. Caiyun Fan & Wenbin Lu & Rui Song & Yong Zhou, 2017. "Concordance-assisted learning for estimating optimal individualized treatment regimes," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 79(5), pages 1565-1582, November.
  126. 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.
  127. Zhang Zhiwei & Ma Shujie & Nie Lei & Soon Guoxing, 2017. "A Quantitative Concordance Measure for Comparing and Combining Treatment Selection Markers," The International Journal of Biostatistics, De Gruyter, vol. 13(1), pages 1-24, May.
  128. Zhou, Yahong, 2008. "Semiparametric estimation of a nonstationary panel data transformation model under symmetry," Economics Letters, Elsevier, vol. 99(1), pages 107-110, April.
  129. Subbotin, Viktor, 2007. "Asymptotic and bootstrap properties of rank regressions," MPRA Paper 9030, University Library of Munich, Germany, revised 20 Mar 2008.
  130. repec:spo:wpecon:info:hdl:2441/eu4vqp9ompqllr09ij4oogc0g is not listed on IDEAS
  131. Charles Bellemare & Bertrand Melenberg & Arthur van Soest van Soest, 2002. "Semi-parametric models for satisfaction with income," CeMMAP working papers 12/02, Institute for Fiscal Studies.
  132. 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.
  133. Daniel McFadden, 2008. "Semiparametric analysis (in Russian)," Quantile, Quantile, issue 5, pages 29-40, September.
  134. Wayne Yuan Gao & Sheng Xu & Kan Xu, 2020. "Two-Stage Maximum Score Estimator," Papers 2009.02854, arXiv.org, revised Sep 2022.
  135. 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.
  136. Aragón, Jorge & Quiróz, Adolfo J., 1995. "Rank regression for current status data," Statistics & Probability Letters, Elsevier, vol. 24(3), pages 251-256, August.
  137. 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.
  138. Fu Ouyang & Thomas T. Yang, 2023. "Semiparametric Discrete Choice Models for Bundles," Papers 2306.04135, arXiv.org, revised Nov 2023.
  139. Fiona Scott Morton, 1996. "Entry and Predation: British Shipping Cartels 1879-1929," NBER Working Papers 5663, National Bureau of Economic Research, Inc.
  140. Jerry Hausman & Tiemen Woutersen, 2014. "Estimating the Derivative Function and Counterfactuals in Duration Models with Heterogeneity," Econometric Reviews, Taylor & Francis Journals, vol. 33(5-6), pages 472-496, August.
  141. Suguru Otani, 2021. "Estimating Endogenous Coalitional Mergers: Merger Costs and Assortativeness of Size and Specialization," Papers 2108.12744, arXiv.org, revised Mar 2023.
  142. Chen, Pian & Velamuri, Malathi, 2009. "Misspecification and Heterogeneity in Single-Index, Binary Choice Models," MPRA Paper 15722, University Library of Munich, Germany.
  143. Tan, Xin Lu, 2019. "Optimal estimation of slope vector in high-dimensional linear transformation models," Journal of Multivariate Analysis, Elsevier, vol. 169(C), pages 179-204.
  144. Jiarui Liu, 2021. "Sequential Search Models: A Pairwise Maximum Rank Approach," Papers 2104.13865, arXiv.org, revised Nov 2021.
  145. Bhattacharjee, Arnab, 2009. "Testing for Proportional Hazards with Unrestricted Univariate Unobserved Heterogeneity," SIRE Discussion Papers 2009-22, Scottish Institute for Research in Economics (SIRE).
  146. Myung Jae Sung, 2014. "Square Density Weighted Average Derivatives Estimation of Single Index Models," Korean Economic Review, Korean Economic Association, vol. 30, pages 301-331.
  147. Bhattacharya, Debopam, 2005. "Asymptotic inference from multi-stage samples," Journal of Econometrics, Elsevier, vol. 126(1), pages 145-171, May.
  148. 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.
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