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

Bo E. Honoré, Luojia Hu

Research output: Contribution to journalArticle

7 Scopus citations

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 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.

Original languageEnglish (US)
Pages (from-to)127-144
Number of pages18
JournalEconometrics Journal
Volume13
Issue number1
DOIs
StatePublished - Feb 2010

All Science Journal Classification (ASJC) codes

  • Economics and Econometrics

Keywords

  • Censoring
  • Time-varying covariates
  • Transformation models
  • Truncation

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