Arbeitspapier

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

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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.

Sprache
Englisch

Erschienen in
Series: Working Paper ; No. 2009-16

Klassifikation
Wirtschaft

Ereignis
Geistige Schöpfung
(wer)
Honoré, Bo E.
Hu, Luojia
Ereignis
Veröffentlichung
(wer)
Federal Reserve Bank of Chicago
(wo)
Chicago, IL
(wann)
2009

Handle
Letzte Aktualisierung
10.03.2025, 11:43 MEZ

Datenpartner

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Objekttyp

  • Arbeitspapier

Beteiligte

  • Honoré, Bo E.
  • Hu, Luojia
  • Federal Reserve Bank of Chicago

Entstanden

  • 2009

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