Sieve extremum estimation of a semiparametric transformation model

DOI10.1016/J.ECONLET.2020.109020zbMath1439.62118OpenAlexW3005383616MaRDI QIDQ2179767

Yingqian Lin, Yundong Tu

Publication date: 13 May 2020

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2020.109020

zbMATH Keywords

Hermite polynomialstransformationsieve methodsemiparametricsextremum estimation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to social sciences (62P25) Order statistics; empirical distribution functions (62G30) Stochastic approximation (62L20)

Related Items (2)

Functional coefficient cointegration models with Box-Cox transformation ⋮ On transformed linear cointegration models

Cites Work

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• Estimation for single-index and partially linear single-index integrated models

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