Pairwise-Difference Rank Estimation of the Transformation Model

Jason Abrevaya

Journal of Business & Economic Statistics, 2003, vol. 21, issue 3, pages 437-47

Abstract: This article considers pairwise-difference rank estimators of the coefficient vector in a transformation model. These estimators, like other existing rank estimators, require no subjective bandwidth choice. Monte Carlo simulations, numerical asymptotic efficiency comparisons, and two empirical applications suggest that the proposed estimators perform well in comparison with existing semiparametric estimators.

Date: 2003
View citations in EconPapers

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:bes:jnlbes:v:21:y:2003:i:3:p:437-47

Ordering information: This journal article can be ordered from
http://www.amstat.org/publications/index.html

Access Statistics for this article

Journal of Business & Economic Statistics is edited by Arthur Lewbel and Serena Ng

More articles in Journal of Business & Economic Statistics from American Statistical Association
Series data maintained by Christopher F. Baum ().