Semiparametric Estimation of a Regression Model with an Unknown Transformation of the Dependent Variable
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Publication:4715547
DOI10.2307/2171926zbMath0861.62029OpenAlexW4243433845MaRDI QIDQ4715547
Publication date: 27 April 1997
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2171926
Monte Carlosemiparametric estimationtransformation modelempirical processquantilesconditional distributionunobserved heterogeneityunknown cumulative distribution
Applications of statistics to economics (62P20) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05)
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