Rank estimation of a generalized fixed-effects regression model

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Set identification via quantile restrictions in short panels (2009, methodology): “…errors Uit are stationary conditional on ci, xi1, xi2, the difference sgn (yi2) − sgn (yi1) has conditional median (xi2 − xi1) β, and the maximum score estimator can be employed for consistent estimation of β. Abrevaya (2000) uses a similar rank-based approach in models with non-binary outcomes.”
Estimating Semi-Parametric Panel Multinomial Choice Models Using Cyclic Monotonicity (2016, methodology): “, tT contains many distinct values, and (2) it is computationally more demanding to exhaust and aggregate all cycles of longer length if T is moderately large.”
Cross Section and Panel Data Estimators for Nonseparable Models with Endogenous Regressors (2005, background): “A recent paper by Abrevaya (2000) deals with a semiparametric generalized regression model where the dependent variable is a nonseparable function of a linear index of the observable explanatory variables, a fixed effect, and an unobservable independent random variable whose value varies across…”