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A Nonparametric Maximum Rank Correlation Estimator. (1989). Matzkin, Rosa.
In: Cowles Foundation Discussion Papers.
RePEc:cwl:cwldpp:918.

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Cites: 13

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Cocites: 50

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  1. Estimating Derivatives in Nonseparable Models with Limited Dependent Variables. (2011). Otsu, Taisuke ; Ichimura, Hidehiko ; Altonji, Joseph.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1668r.

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  2. Estimating Derivatives in Nonseparable Models with Limited Dependent Variables. (2008). Otsu, Taisuke ; Ichimura, Hidehiko ; Altonji, Joseph.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14161.

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  3. Estimating derivatives in nonseparable models with limited dependent variables. (2008). Otsu, Taisuke ; Ichimura, Hidehiko ; Altonji, Joseph.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:20/08.

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  4. Estimating Derivatives in Nonseparable Models with Limited Dependent Variables. (2008). Otsu, Taisuke ; Ichimura, Hidehiko ; Altonji, Joseph.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1668.

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References

References cited by this document

  1. AMEMIYA, T. (1985), Advanced Econometriç~, Harvard University Press, Cambridge ,Massachusetts.
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  2. ANDREWS, D. W. K. (1987), Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers, Econometrica, 55, 1465-1471.

  3. Asymptotic Properties of the Maximum Score Estimator, Journal of ~çqnometrics, 27, 313-334. MATZKIN, R. L. (1987), Semiparametric Estimation of Monotonic and Concave Utility Functions: The Discrete Choice Case, Cowles Foundation Discussion Paper No. 830, Yale University.

  4. HOROWITZ, J. L. (1986), A Distribution-Free Least Squares Estimator for Censored Linear Regression Models, Journal of Econometrics, 32, 59-84.

  5. ICHIfIURA, H. (1986), Estimation of Single Index Models, M.I.T.
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  6. KLEIN, R. W. and R. H. SPADY (1987), Semiparametric Estimation of Discrete Choice Models, Bell Communication Research.
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  7. MADDALA C. S. (1983), Limited-Dependent and Qualitative Variables in Econometrics, Cambridge University Press, Cambridge.
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  8. MANSKI, C. (1975), Maximum Score Estimation of the Stochastic Utility Model of Choice, Journal of Econometrics, 3, 205-228.

  9. POWELL, J. L. (1984), Least Absolute Deviations Estimation for the Censored Regression Model, Journal of Econometrics, 25, 303-325.

  10. SERFLING, R. J. (1980), Approximation Theorems of Mathematical Statistics, Willey, New York.
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  11. STOKER, T. M. (1986), Consistent Estimation of Scaled Coefficients, Econometrica, 54, 1461-1481.

  12. Threshold Crossing and Binary Choice Models, Cowles Foundation Discussion Paper No. 889, Yale University. _________ (1988b), Least-concavity and the Distribution-free estimation of Observationally-equivalent Concave Functions, Cowles Foundation, Yale University.
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  13. Tobit Models, Econometrica, 54, 1435-1460. POWELL, J. L., J. H. STOCK, and T. M. STOKER (1986), Semiparametric Estimation of Weighted Average Derivatives, Alfred P. Sloan School of Management, WP 1793.

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