Rank estimation of a generalized fixed-effects regression model
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Cites work
- A Smoothed Maximum Score Estimator for the Binary Response Model
- A smoothed maximum score estimator for the binary choice panel data model with an application to labour force participation
- Analysis of Covariance with Qualitative Data
- Concavity of the Log Likelihood
- Cube root asymptotics
- Estimation of a Panel Data Sample Selection Model
- Leapfrog estimation of a fixed-effects model with unknown transformation of the dependent variable
- Maximal inequalities for degenerate U-processes with applications to optimization estimators
- Maximum score estimation of the stochastic utility model of choice
- Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator
- Orthogonality conditions for Tobit models with fixed effects and lagged dependent variables
- Panel Data Discrete Choice Models with Lagged Dependent Variables
- Panel Data and Unobservable Individual Effects
- Rank estimators for monotonic index models
- Semiparametric Analysis of Random Effects Linear Models from Binary Panel Data
- Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator
- Simulation and the Asymptotics of Optimization Estimators
- Symmetrically Trimmed Least Squares Estimation for Tobit Models
- Trimmed Lad and Least Squares Estimation of Truncated and Censored Regression Models with Fixed Effects
Cited in
(33)- Moment inequalities for multinomial choice with fixed effects
- NONPARAMETRIC ESTIMATION OF GENERALIZED TRANSFORMATION MODELS WITH FIXED EFFECTS
- Almost Consistent Estimation of Panel Probit Models with “Small” Fixed Effects
- Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models
- Nonseparable multinomial choice models in cross-section and panel data
- Partial rank estimation of duration models with general forms of censoring
- Nonseparable panel models with index structure and correlated random effects
- Identification and estimation of nonseparable single-index models in panel data with correlated random effects
- Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator
- Specifying and testing econometric models for rank-ordered data
- Set identification of the censored quantile regression model for short panels with fixed effects
- Inference in semiparametric binary response models with interval data
- Estimation of a linear model under microaggregation by individual ranking
- Robust estimation of dynamic fixed-effects panel data models
- Best subset binary prediction
- Robust estimation and moment selection in dynamic fixed-effects panel data models
- Root-\(N\)-consistent estimation of fixed-effect panel data transformation models with censoring
- Identification and sequential estimation of panel data models with insufficient exclusion restrictions
- Semiparametric estimation of duration model with time-varying regressors and fixed effects
- Root-NConsistent Estimation of a Panel Data Binary Response Model With Unknown Correlated Random Effects
- Asymptotics and bootstrap for random-effects panel data transformation models
- Comment on “Simple Estimators for Invertible Index Models”
- Semiparametric estimation of panel data models without monotonicity or separability
- Identification in nonlinear dynamic panel models under partial stationarity
- A maximum likelihood method for the incidental parameter problem
- Binary quantile regression with local polynomial smoothing
- Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares
- Identification and estimation of partial effects in nonlinear semiparametric panel models
- Identification of time-varying counterfactual parameters in nonlinear panel models
- Set identification via quantile restrictions in short panels
- On the role of the rank condition in CCE estimation of factor-augmented panel regressions
- Generalised Rank Regression Estimator with Standard Error Adjusted Lasso
- Distribution-free estimation of the Box-Cox regression model with censoring
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