Root-\(N\)-consistent estimation of fixed-effect panel data transformation models with censoring
From MaRDI portal
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
Cites Work
- Unnamed Item
- Unnamed Item
- Semiparametric estimation of a panel data proportional hazards model with fixed effects
- Partial rank estimation of duration models with general forms of censoring
- Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator
- Semiparametric methods in econometrics
- Stratified partial likelihood estimation
- Leapfrog estimation of a fixed-effects model with unknown transformation of the dependent variable
- Rank estimation of a generalized fixed-effects regression model
- ESTIMATING PANEL DATA DURATION MODELS WITH CENSORED DATA
- Semiparametric Analysis of Random Effects Linear Models from Binary Panel Data
- Analysis of Covariance with Qualitative Data
- An Analysis of Transformations Revisited
- A Smoothed Maximum Score Estimator for the Binary Response Model
- Trimmed Lad and Least Squares Estimation of Truncated and Censored Regression Models with Fixed Effects
- Generalized Partially Linear Single-Index Models
- Estimation of a Panel Data Sample Selection Model
- Reappraising Medfly Longevity
- Semiparametric Estimation of a Regression Model with an Unknown Transformation of the Dependent Variable
- Semiparametric Estimation of Index Coefficients
- Nonparametric Estimation of Exact Consumers Surplus and Deadweight Loss
- A smoothed maximum score estimator for the binary choice panel data model with an application to labour force participation
- The Limiting Distribution of the Maximum Rank Correlation Estimator
- Rank Estimation of Transformation Models
- Semiparametric Binary Choice Panel Data Models Without Strictly Exogeneous Regressors
- Efficient Semiparametric Estimation via Moment Restrictions
This page was built for publication: Root-\(N\)-consistent estimation of fixed-effect panel data transformation models with censoring