Semiparametric estimation of the Box-Cox transformation model
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Publication:3548522
DOI10.1111/J.1368-423X.2008.00255.XzbMATH Open1154.62035MaRDI QIDQ3548522FDOQ3548522
Publication date: 15 December 2008
Published in: Econometrics Journal (Search for Journal in Brave)
Nonparametric regression and quantile regression (62G08) Monte Carlo methods (65C05) Estimation in multivariate analysis (62H12) Generalized linear models (logistic models) (62J12)
Cites Work
- Approximation Theorems of Mathematical Statistics
- Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator
- Title not available (Why is that?)
- Maximal inequalities for degenerate \(U\)-processes with applications to optimization estimators
- Simulation and the Asymptotics of Optimization Estimators
- An Analysis of Transformations Revisited
- Inference on endogenously censored regression models using conditional moment inequalities
- A non-parametric analysis of transformations
- Inference on Regressions with Interval Data on a Regressor or Outcome
- A comparison of the Box-Cox maximum likelihood estimator and the non- linear two-stage least squares estimator
- RANK ESTIMATORS FOR A TRANSFORMATION MODEL
Cited In (8)
- Rescaled methods-of-moments estimation for the Box-Cox regression model
- Estimation of the error density in a semiparametric transformation model
- Estimation for the Box-Cox Transformation Model Without Assuming Parametric Error Distribution
- Asymptotics and bootstrap for random-effects panel data transformation models
- New test statistics for hypothesis testing of parameters in conditional moment restriction models
- Global identification of the semiparametric Box-Cox model
- A SIMPLE OMNIBUS OVERIDENTIFICATION SPECIFICATION TEST FOR TIME SERIES ECONOMETRIC MODELS
- Estimating the error distribution in semiparametric transformation models
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