Pairwise difference estimators for nonlinear models

Identification and Inference for Econometric Models: Essays in Honor of Thomas Rothenberg

Volumn , Issue , 2005, Pages 520-553

  Honoré, Bo E ^a   Powell, James L ^b  

^a PRINCETON UNIVERSITY   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84926085807     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1017/CBO9780511614491.023     Document Type: Chapter

References (27)

1. Ahn, H., and J. L. Powell (1993), “Semiparametric Estimation of Censored Selection Models with a Nonparametric Selection Mechanism,” Journal of Econometrics, 58, 3–29.
2. Amemiya, T. (1985), Advanced Econometrics. Cambridge, MA: Harvard University Press.
3. Berndt, E. R. (1991), The Practice of Econometrics: Classic and Contemporary. Reading, MA: Addison-Wesley.
4. Blundell, R., and J. L. Powell (2003), “Endogeneity in Nonparametric and Semiparametric Regression Models”, in Advances in Economics and Econometrics: Theory and Applications, Eighth World Congress, Volume II (ed. by L. P. Hansen and S. Turnovsky), Cambridge: Cambridge University Press.
5. Cavanagh, C., and R. Sherman (1998), “Rank Estimators for Monotonic Regression Models,” Journal of Econometrics, 84, 351–81.
6. Chamberlain, G. (1984), “Panel Data,” in Handbook of Econometrics, Vol. II (ed. by Z. Griliches and M. Intriligator), Amsterdam: North Holland.
7. Chamberlain, G. (1985), “Heterogeneity, Omitted Variable Bias, and Duration Dependence,” in Longitudinal Analysis of Labor Market Data (ed. by J. J. Heckman and B. Singer). Cambridge: Cambridge University Press.
8. Engle, R. F, C.W. J. Granger, J. Rice, and A.Weiss (1986), “Semipaarametric Estimates of the Relation Between Weather and Electricity Sales,” Journal of the American Statistical Association, 81, 310–20.
9. Han, A. K. (1987), “Non-parametric Analysis of a Generalized Regression Model: The Maximum Rank Correlation Estimator,” Journal of Econometrics, 35(2–3), 303–16.
10. Hausman, J., B. Hall, and Z. Griliches (1984), “Econometric Models for Count Data with an Application to the Patents-R&D Relationship,” Econometrica, 52(4), 909–38.
11. Honoré, B. E. (1992), “Trimmed LAD and Least Squares Estimation of Truncated and Censored Regression Models with Fixed Effects,” Econometrica, 60(3), 533–65.
12. Honoré, B. E., and J. L. Powell (1994), “Pairwise Difference Estimators of Censored and Truncated Regression Models,” Journal of Econometrics, 64(2), 241–78.
13. Magnus, J. R., and H. Neudecker (1988), Matrix Differential Calculus with Applications in Statistics and Econometrics. New York: Wiley.
14. Mroz, T. A. (1987), “The Sensitivity of an Empirical Model of MarriedWomen’s Hours of Work to Economic and Statistical Assumptions,” Econometrica, 55(4), 765–99.
15. Newey, W. K. and D. McFadden (1994), “Large Sample Estimation and Hypothesis Testing,” in Handbook of Econometrics, Vol. IV (ed. by R. F. Engle and D. L. McFadden), Amsterdam: North Holland.
16. Powell, J. L. (1987), “Semiparametric Estimation of Bivariate Latent Variable Models,” Department of Economics, University of Wisconsin-Madison, SSRI Working Paper No. 8704.
17. Powell, J. L. (1994), “Estimation of Semiparametric Models,” in Handbook of Econometrics, Vol. IV (ed. by R. F. Engle and D. L. McFadden). Amsterdam: North Holland.
18. Powell, J. L. (2001), “Semiparametric Estimation of Censored Selection Models” in Nonlinear Statistical Modeling (ed. by C. Hsiao, K. Morimune, and J.L. Powell), Cambridge: Cambridge University Press.
19. Powell, J. L., J. Stock, and T. Stoker (1989), “Semiparametric Estimation of Weighted Average Derivatives”, Econometrica, 57, 1403-30.
20. Rasch, G. (1960), Probabilistic Models for Some Intelligence and Attainment Tests. Copenhagen: Denmarks Pædagogiske Institut.
21. Robinson, P. (1988), “Root-N-Consistent Semiparametric Regression,” Econometrica, 56, 931–54.
22. Sherman, R. (1994a), “U–Processes in the Analysis of a Generalized Semiparametric Regression Estimator,” Econometric Theory, 10, 372–95.
23. Sherman, R. (1994b), “Maximal Inequalities for Degenerate U–Processes with Applications to Optimization Estimators,” Annals of Statistics, 22(1), 439–59.
24. Silverman, B. W. (1986), Density Estimation for Statistics and Data Analysis. London: Chapman and Hall.
25. van de Geer, S. (2000), Empirical Processes in M-Estimation. Cambridge: Cambridge University Press.
26. Wooldridge, J. M. (1999a), “Distribution-Free Estimation of Some Nonlinear Panel Data Models,” Journal of Econometrics, 90, 77-97.
27. Wooldridge, J.M. (1999b), “Asymptotic Properties of Weighted M-Estimators for Variable Probability Samples,” Econometrtica, 67, 1385–1406.