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Pairwise-comparison estimation with nonparametric controls

 

Notice

Type:   Working paper
 
Titre:   Pairwise-comparison estimation with nonparametric controls
 
Auteur(s):   Jochmans, Koen (1982-...) - Département d'économie (Auteur)
 
Date de publication:   2013-01
 
Collection:   Sciences Po Economics Discussion Papers  :  2013-04
 
Mots-clés:   [fr] control function, discontinuous criterion function, distribution theory, empirical process, Euclidean class, pairwise comparisons, two-step estimation
 
Résumé:   [en] The purpose of this paper is the presentation of distribution theory for generic estimators based on the pairwise comparison of observations in problems where identification is achieved through the use of control functions. The controls can be specified semi- or non-parametrically. The criterion function may be non-smooth. The theory is applied to the estimation of the coefficients in a monotone linear-index model and to inference on the link function in a partially-linear transformation model. A number of simulation exercises serve to assess the small-sample performance of these techniques.
 
 

Fichiers

Version Format Fichier Taille
Version de l'auteur dp2013-04jochmans.pdf 1,11 MB
Version de l'auteur pairwise-comparison.pdf 0,58 MB