Rank estimation of transformation models

Econometrica

Volumn 70, Issue 4, 2002, Pages 1683-1697

  Chen, Songnian ^a  

^a HONG KONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Hong Kong)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0036071689     PISSN: 00129682     EISSN: None     Source Type: Journal    
DOI: 10.1111/1468-0262.00347     Document Type: Article

References (30)

1. Leapfrog estimation of a fixed-effects model with unknown transformation of the dependent variable
2. Limit theorems for u-processes
3. Generalized partially linear single-index models
4. Rank estimators for monotonic index models
5. Rank estimation of a location parameter in the binary choice model
6. Predicting survival probabilities with semiparametric transformation models
7. An extension of partial likelihood methods for proportional hazard models to general transformation models
8. Semiparametric estimation of a censored regression model with an unknown transformation of the dependent variable
9. Nonparametric analysis of a generalized regression model: The maximum rank correlation estimator
10. Investigating smooth multiple regression by the method of average derivatives
11. A method for minimizing the impact of distributional assumptions in econometric models for duration data
12. Semiparametric estimation of a regression model with an unknown transformation of the dependent variable
13. Direct semiparametric estimation of single-index models with discrete covariates
14. Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
15. Economic duration data and hazard functions
16. An efficient semiparametric estimator for discrete choice models
17. Semiparametric analysis of discrete response: Asymptotic properties of the maximum score estimator
18. Unemployment insurance and unemployment spells
19. Simulation and the asymptotics of optimization estimators
20. Semiparametric estimation of weighted average derivatives
21. The limiting distribution of the maximum rank correlation estimator
22. -1/2 -consistent estimation for the general transformation model