A semiparametric derivative estimator in log transformation models

DOI10.1111/j.1368-423X.2008.00252.xzbMath1154.62030MaRDI QIDQ3548523

Edward C. Norton, Chunrong Ai

Publication date: 15 December 2008

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

zbMATH Keywords

asymptotic distributionlog transformationconditional meanseries estimatorderivative estimator

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (5)

Finding correct elasticities in log-linear and exponential models allowing heteroskedasticity ⋮ INTERACTION TERMS IN POISSON AND LOG LINEAR REGRESSION MODELS ⋮ Estimation of panel data partly specified Tobit regression with fixed effects ⋮ Dif-in-dif estimators of multiplicative treatment effects ⋮ Old-age care prevalence in Switzerland: drivers and future development

Uses Software

• Stata
• inteff

Cites Work

• Convergence rates and asymptotic normality for series estimators
• Smearing Estimate: A Nonparametric Retransformation Method
• Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models
• COMPUTING MARGINAL EFFECTS IN THE BOX–COX MODEL
• Semiparametric Estimation of Index Coefficients

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