Estimation of a transformation model with truncation, interval observation and time-varying covariates

Bo E. HonorÈ and Luojia Hu

Econometrics Journal, 2010, vol. 13, issue 1, 127-144

Abstract: Abrevaya (1999b) considered estimation of a transformation model in the presence of left truncation. This paper observes that a cross-sectional version of the statistical model considered in Frederiksen et al. (2007) is a generalization of the model considered by Abrevaya (1999b) and the generalized model can be estimated by a pairwise comparison version of one of the estimators in Frederiksen et al. (2007). Specifically, our generalization will allow for discretized observations of the dependent variable and for piecewise constant time-varying explanatory variables. Copyright (C) The Author(s). Journal compilation (C) Royal Economic Society 2010.

Date: 2010
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Related works:
Working Paper: Estimation of a transformation model with truncation, interval observation and time-varying covariates (2009)
Working Paper: Estimation of a Transformation Model with Truncation, Interval Observation and Time–Varying Covariates (2008)
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Persistent link: https://EconPapers.repec.org/RePEc:ect:emjrnl:v:13:y:2010:i:1:p:127-144

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