Root-\(N\)-consistent estimation of fixed-effect panel data transformation models with censoring
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Publication:736701
DOI10.1016/J.JECONOM.2010.06.004zbMath1431.62598OpenAlexW2043986423MaRDI QIDQ736701
Publication date: 4 August 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2010.06.004
Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
Related Items (5)
NONPARAMETRIC ESTIMATION OF GENERALIZED TRANSFORMATION MODELS WITH FIXED EFFECTS ⋮ Maximum pairwise-rank-likelihood-based inference for the semiparametric transformation model ⋮ Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares ⋮ Set identification of the censored quantile regression model for short panels with fixed effects ⋮ Asymptotics and bootstrap for random-effects panel data transformation models
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