Arbeitspapier
Estimation of a transformation model with truncation, interval observation and time-varying covariates
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.
- Language
-
Englisch
- Bibliographic citation
-
Series: Working Paper ; No. 2009-16
- Classification
-
Wirtschaft
- Event
-
Geistige Schöpfung
- (who)
-
Honoré, Bo E.
Hu, Luojia
- Event
-
Veröffentlichung
- (who)
-
Federal Reserve Bank of Chicago
- (where)
-
Chicago, IL
- (when)
-
2009
- Handle
- Last update
-
10.03.2025, 11:43 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Honoré, Bo E.
- Hu, Luojia
- Federal Reserve Bank of Chicago
Time of origin
- 2009
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