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Preprints, Working Papers, ... Year : 2013

Pairwise-comparison estimation with nonparametric controls

Koen Jochmans
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Abstract

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.
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hal-00973068 , version 1 (03-04-2014)

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Koen Jochmans. Pairwise-comparison estimation with nonparametric controls. 2013. ⟨hal-00973068⟩
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