Please use this identifier to cite or link to this item:
Honoré, Bo E.
Hu, Luojia
Year of Publication: 
Series/Report no.: 
Working Paper, Federal Reserve Bank of Chicago 2009-16
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.
Document Type: 
Working Paper

Files in This Item:
362.74 kB

Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.