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Semiparametric Estimation of a Regression Model with an Unknown Transformation of the Dependent Variable - MaRDI portal

Semiparametric Estimation of a Regression Model with an Unknown Transformation of the Dependent Variable (Q4715547)

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scientific article; zbMATH DE number 946623
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Semiparametric Estimation of a Regression Model with an Unknown Transformation of the Dependent Variable
scientific article; zbMATH DE number 946623

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    Semiparametric Estimation of a Regression Model with an Unknown Transformation of the Dependent Variable (English)
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    27 April 1997
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    semiparametric estimation
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    transformation model
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    empirical process
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    unobserved heterogeneity
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    unknown cumulative distribution
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    quantiles
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    conditional distribution
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    Monte Carlo
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