Nonparametric identification and estimation of transformation models

DOI10.1016/j.jeconom.2015.01.001zbMath1337.62072OpenAlexW1551348001MaRDI QIDQ2354851

Pierre-André Chiappori, Dennis Kristensen, Ivana Komunjer

Publication date: 27 July 2015

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

Full work available at URL: https://discovery.ucl.ac.uk/id/eprint/1471053/

zbMATH Keywords

endogeneitykernel estimationnonparametric identificationspecial regressortransformation models

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (19)

Testing for monotonicity in unobservables under unconfoundedness ⋮ Injectivity and the law of demand ⋮ Identification in a fully nonparametric transformation model with heteroscedasticity ⋮ Direct instrumental nonparametric estimation of inverse regression functions ⋮ IDENTIFICATION AND ESTIMATION IN A CORRELATED RANDOM COEFFICIENTS TRANSFORMATION MODEL ⋮ Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares ⋮ Functional coefficient cointegration models with Box-Cox transformation ⋮ Nonparametric Gini-Frisch bounds ⋮ Nonparametric estimation of stochastic frontier models with weak separability ⋮ SPECIFICATION TESTING IN NONPARAMETRIC INSTRUMENTAL QUANTILE REGRESSION ⋮ Identification of unobserved distribution factors and preferences in the collective household model ⋮ Specification testing for transformation models with an application to generalized accelerated failure-time models ⋮ ESTIMATION OF A SEMIPARAMETRIC TRANSFORMATION MODEL IN THE PRESENCE OF ENDOGENEITY ⋮ Estimation of a semiparametric transformation model: a novel approach based on least squares minimization ⋮ Estimation for double-nonlinear cointegration ⋮ Specification testing in semi-parametric transformation models ⋮ Estimation of fully nonparametric transformation models ⋮ A practical guide to compact infinite dimensional parameter spaces ⋮ A MULTIPLEX INTERDEPENDENT DURATIONS MODEL

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