Sieve extremum estimation of a semiparametric transformation model
DOI10.1016/J.ECONLET.2020.109020zbMATH Open1439.62118OpenAlexW3005383616MaRDI QIDQ2179767FDOQ2179767
Authors: Yingqian Lin, Yundong Tu 
Publication date: 13 May 2020
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2020.109020
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Cites Work
- Smearing Estimate: A Nonparametric Retransformation Method
- Nonparametric econometrics. Theory and practice.
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- Estimating Optimal Transformations for Multiple Regression and Correlation
- Estimation of a semiparametric transformation model
- Convergence rates and asymptotic normality for series estimators
- An Analysis of Transformations Revisited
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- Some new asymptotic theory for least squares series: pointwise and uniform results
- Model specification tests in nonparametric stochastic regression models
- Semiparametric single-index panel data models with cross-sectional dependence
- Estimation for single-index and partially linear single-index integrated models
- Series estimation for single-index models under constraints
Cited In (6)
- Hermite expansion and estimation of monotonic transformations of Gaussian data
- On transformed linear cointegration models
- Estimation of a semiparametric transformation model
- Functional coefficient cointegration models with Box-Cox transformation
- Efficient sieve maximum likelihood estimation of time-transformation models
- A Sieve model for extreme values
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