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Filtering by: Creator Viktor Yevgenyevich Subbotin Keyword Bootstrap Keyword Monotone rank estimator Keyword Maximum rank correlation estimator Keyword U-Processes

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1. 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

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1. Essays on the Econometric Theory of Rank Regressions