n-prediction of generalized heteroscedastic transformation regression models

DOI10.1016/J.JECONOM.2019.09.003zbMATH Open1456.62280OpenAlexW2982163086MaRDI QIDQ2182129FDOQ2182129

Hanghui Zhang, Songnian Chen

Publication date: 21 May 2020

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2019.09.003

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zbMATH Keywords

heteroscedasticity\(\sqrt{n}\)-predictiongeneralized transformation regression model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to economics (62P20)

Cites Work

• Asymptotic Statistics
• Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator
• Maximum score estimation of the stochastic utility model of choice
• Generalized Partially Linear Single-Index Models
• Simulation and the Asymptotics of Optimization Estimators
• Quantile regression for longitudinal data
• Semiparametric and nonparametric methods in econometrics
• Rank Estimation of Transformation Models
• Rank estimators for monotonic index models
• A Smoothed Maximum Score Estimator for the Binary Response Model
• Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator
• Semiparametric Estimation of a Regression Model with an Unknown Transformation of the Dependent Variable
• Semiparametric estimation of a censored regression model with an unknown transformation of the dependent variable
• Title not available (Why is that?)
• The Limiting Distribution of the Maximum Rank Correlation Estimator
• Two-stage rank estimation of quantile index models
• Title not available (Why is that?)
• An integrated maximum score estimator for a generalized censored quantile regression model
• Non-Parametric Heteroscedastic Transformation Regression Models for Skewed Data With an Application to Health Care Costs

Cited In (1)

• Maximum pairwise-rank-likelihood-based inference for the semiparametric transformation model

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