Estimation of a transformation model with truncation, interval observation and time-varying covariates
Bo E. HonorÈ and
Econometrics Journal, 2010, vol. 13, issue 1, 127-144
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.
References: Add references at CitEc
Citations View citations in EconPapers (4) Track citations by RSS feed
Downloads: (external link)
http://www.blackwell-synergy.com/doi/abs/10.1111/j.1368-423X.2009.00303.x link to full text (text/html)
Access to full text is restricted to subscribers.
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)
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:ect:emjrnl:v:13:y:2010:i:1:p:127-144
Ordering information: This journal article can be ordered from
Access Statistics for this article
Econometrics Journal is currently edited by Richard J. Smith, Oliver Linton, Pierre Perron, Jaap Abbring and Marius Ooms
More articles in Econometrics Journal from Royal Economic Society Contact information at EDIRC.
Series data maintained by Wiley-Blackwell Digital Licensing ().