Response error in a transformation model with an application to earnings‐equation estimation*
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Publication:3023027
DOI10.1111/J.1368-423X.2004.00135.XzbMATH Open1064.62119OpenAlexW2055059090MaRDI QIDQ3023027FDOQ3023027
Authors: Jason Abrevaya, Jerry Hausman 
Publication date: 4 July 2005
Published in: Econometrics Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1368-423x.2004.00135.x
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Nonparametric regression and quantile regression (62G08) Applications of statistics to economics (62P20) Monte Carlo methods (65C05)
Cites Work
- Title not available (Why is that?)
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- Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
- Rank estimators for monotonic index models
- Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator
- Misclassification of the dependent variable in a discrete-response setting
- Thirty-five years of Journal of Econometrics
Cited In (6)
- Statistical method for modeling sequencing data from different technologies in longitudinal studies with application to Huntington disease
- Efficient semiparametric inference for two-phase studies with outcome and covariate measurement errors
- Semiparametric linear transformation models for indirectly observed outcomes
- Modelling errors in survey and administrative data on employment earnings: sensitivity to the fraction assumed to have error-free earnings
- On correcting measurement error in the persistence rate estimator
- Transformations to Additivity in Measurement Error Models
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