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Filtering by: Creator Viktor Yevgenyevich Subbotin Type Work Keyword Maximum rank correlation estimator

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Essays on the Econometric Theory of Rank Regressions

Description:

Several semiparametric estimators recently developed in the econometrics literature are based on the rank correlation between the dependent and explanatory variables. Examples include the maximum rank correlation estimator (MRC) of Han (1987), the monotone rank estimator (MR) of Cavanagh and Sherman (1998), the pairwise-difference rank estimators (PDR) of Abrevaya (2003),...

Keyword:

Maximum rank correlation estimator, Bootstrap, Monotone rank estimator, Efficiency, Semiparametric models, and U-Processes

Subject:

Economics

Creator:

Viktor Yevgenyevich Subbotin

Owner:

Scholarly Digital Publishing

Date Uploaded:

09/19/2018

Date Modified:

09/19/2018

Date Created:

2008-06-25

Resource Type:

Dissertation