Rank estimators for monotonic index models

Journal of Econometrics

Volumn 84, Issue 2, 1998, Pages 351-381

  Cavanagh, Christopher ^b   Sherman, Robert P ^a  

^a CALIFORNIA INSTITUTE OF TECHNOLOGY   (United States)

^b NONE

Author keywords

Categorical explanatory variables; Computational efficiency; Models with multiple indices; Rank estimators; Semiparametric monotonic linear index models; U processes

Indexed keywords

EID: 0000677079     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(97)00090-0     Document Type: Article

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