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Estimation of a Transformation Model with Truncation, Interval Observation and Time–Varying Covariates

Bo E. Honoré and Luojia Hu
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Bo E. Honoré: Princeton University

No 2009-03, CAM Working Papers from University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics

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, Honoré, and Hu (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, Honoré, and Hu (2007). Specifically, our generalization will allow for discretized observations of the dependent variable and for piecewise constant time–varying explanatory variables.

New Economics Papers: this item is included in nep-ecm
Date: 2007-12, Revised 2008-11
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Related works:
Journal Article: Estimation of a transformation model with truncation, interval observation and time-varying covariates (2010) Downloads
Working Paper: Estimation of a transformation model with truncation, interval observation and time-varying covariates (2009) Downloads
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