ESTIMATION OF A SEMIPARAMETRIC TRANSFORMATION MODEL IN THE PRESENCE OF ENDOGENEITY
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Publication:4629566
DOI10.1017/S0266466618000026zbMath1415.62155WikidataQ129859912 ScholiaQ129859912MaRDI QIDQ4629566
Ingrid Van Keilegom, Anne Vanhems
Publication date: 27 March 2019
Published in: Econometric Theory (Search for Journal in Brave)
Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08)
Related Items
Identification in a fully nonparametric transformation model with heteroscedasticity ⋮ IDENTIFICATION AND ESTIMATION IN A CORRELATED RANDOM COEFFICIENTS TRANSFORMATION MODEL ⋮ Estimation of the error density in a semiparametric transformation model ⋮ Estimation of a semiparametric transformation model: a novel approach based on least squares minimization ⋮ Estimation for double-nonlinear cointegration ⋮ Estimation of fully nonparametric transformation models ⋮ Nonparametric identification and estimation of transformation models
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