Rank estimation of partially linear index models

DOI10.1111/j.1368-423X.2011.00352.xzbMath1284.62410MaRDI QIDQ4913917

Jason Abrevaya, Youngki Shin

Publication date: 17 April 2013

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

Full work available at URL: https://doi.org/10.1111/j.1368-423x.2011.00352.x

zbMATH Keywords

transformation model; partially linear model; rank estimation; average derivative

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62P20: Applications of statistics to economics

62G20: Asymptotic properties of nonparametric inference

62J05: Linear regression; mixed models

62G05: Nonparametric estimation

Related Items

Semiparametric estimation of average treatment effect through a random coefficient dummy endogenous variable model, Nonparametric identification and estimation of sample selection models under symmetry, Rank method for partial functional linear regression models, On rank estimators in increasing dimensions, Semiparametric estimation of a Box-Cox transformation model with varying coefficients model, SEMIPARAMETRIC ESTIMATION OF PARTIALLY LINEAR TRANSFORMATION MODELS UNDER CONDITIONAL QUANTILE RESTRICTION

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