Root-N-consistent estimation of fixed-effect panel data transformation models with censoring
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Root-\(N\)-consistent estimation of fixed-effect panel data transformation models with censoring
Root-\(N\)-consistent estimation of fixed-effect panel data transformation models with censoring
Recommendations
- Estimation of a censored regression panel data model using conditional moment restrictions efficiently
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- Semiparametric estimation of a censored regression model with an unknown transformation of the dependent variable
Cites work
- A smoothed maximum score estimator for the binary choice panel data model with an application to labour force participation
- A Smoothed Maximum Score Estimator for the Binary Response Model
- An Analysis of Transformations Revisited
- Analysis of Covariance with Qualitative Data
- Efficient Semiparametric Estimation via Moment Restrictions
- ESTIMATING PANEL DATA DURATION MODELS WITH CENSORED DATA
- Estimation of a Panel Data Sample Selection Model
- Generalized Partially Linear Single-Index Models
- scientific article; zbMATH DE number 49697 (Why is no real title available?)
- scientific article; zbMATH DE number 819196 (Why is no real title available?)
- Leapfrog estimation of a fixed-effects model with unknown transformation of the dependent variable
- Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator
- Nonparametric Estimation of Exact Consumers Surplus and Deadweight Loss
- Partial rank estimation of duration models with general forms of censoring
- Rank estimation of a generalized fixed-effects regression model
- Rank Estimation of Transformation Models
- Reappraising Medfly Longevity
- Semiparametric Analysis of Random Effects Linear Models from Binary Panel Data
- Semiparametric Binary Choice Panel Data Models Without Strictly Exogeneous Regressors
- Semiparametric estimation of a panel data proportional hazards model with fixed effects
- Semiparametric Estimation of a Regression Model with an Unknown Transformation of the Dependent Variable
- Semiparametric Estimation of Index Coefficients
- Semiparametric methods in econometrics
- Stratified partial likelihood estimation
- The Limiting Distribution of the Maximum Rank Correlation Estimator
- Trimmed Lad and Least Squares Estimation of Truncated and Censored Regression Models with Fixed Effects
Cited in
(10)- Analysis of private transfers with panel fixed-effect censored model estimator
- Estimation of a censored regression panel data model using conditional moment restrictions efficiently
- Set identification of the censored quantile regression model for short panels with fixed effects
- Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares
- ESTIMATING PANEL DATA DURATION MODELS WITH CENSORED DATA
- Asymptotics and bootstrap for random-effects panel data transformation models
- NONPARAMETRIC ESTIMATION OF GENERALIZED TRANSFORMATION MODELS WITH FIXED EFFECTS
- Maximum pairwise-rank-likelihood-based inference for the semiparametric transformation model
- A root-\(N\) consistent estimator for some fixed-effects panel data sample selection models
- Partial Effects in Time-Varying Linear Transformation Panel Models with Endogeneity
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