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Semiparametric estimation of the Box--Cox transformation model

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  • Youngki Shin

Abstract

and Monte Carlo experiments show adequate finite sample performance. Copyright The Author(s). Journal compilation Royal Economic Society 2008

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  • Youngki Shin, 2008. "Semiparametric estimation of the Box--Cox transformation model," Econometrics Journal, Royal Economic Society, vol. 11(3), pages 517-537, November.
    • Handle: RePEc:ect:emjrnl:v:11:y:2008:i:3:p:517-537
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    Cited by:

    1. Daniel Becker & Alois Kneip & Valentin Patilea, 2021. "Semiparametric inference for partially linear regressions with Box-Cox transformation," Papers 2106.10723, arXiv.org.
    2. Samb, R. & Heuchenne, C. & Van Keilegom, I., 2011. "Estimation of the error density in a semiparametric transformation model," LIDAM Discussion Papers ISBA 2011023, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    3. Benjamin Colling & Cédric Heuchenne & Rawane Samb & Ingrid Van Keilegom, 2015. "Estimation of the error density in a semiparametric transformation model," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 67(1), pages 1-18, February.
    4. Manuel Dominguez & Ignacio Lobato, 2010. "Consistent Inference in Models Defined by COnditional Moment Restrictions: an Alternative to GMM," Working Papers 1005, Centro de Investigacion Economica, ITAM.

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