Leapfrog estimation of a fixed-effects model with unknown transformation of the dependent variable

DOI10.1016/S0304-4076(99)00009-3zbMath0946.62040OpenAlexW2093434062MaRDI QIDQ1808544

Jason Abrevaya

Publication date: 25 November 1999

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4076(99)00009-3

zbMATH Keywords

semiparametric estimationtransformation modelsfixed-effects modelsmultiple-spell duration models

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Nonparametric estimation (62G05)

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