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A non-parametric analysis of transformations

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  • Han, Aaron K.

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  • Han, Aaron K., 1987. "A non-parametric analysis of transformations," Journal of Econometrics, Elsevier, vol. 35(2-3), pages 191-209, July.
  • Handle: RePEc:eee:econom:v:35:y:1987:i:2-3:p:191-209
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    Cited by:

    1. Ichimura, Hidehiko & Thompson, T. Scott, 1998. "Maximum likelihood estimation of a binary choice model with random coefficients of unknown distribution," Journal of Econometrics, Elsevier, vol. 86(2), pages 269-295, June.
    2. Tianxi Cai & Lu Tian & L. J. Wei, 2004. "Semi-parametric Box-Cox Power Transformation Models for Censored Survival Observations," Harvard University Biostatistics Working Paper Series 1006, Berkeley Electronic Press.
    3. Schwiebert, Jörg, 2012. "Semiparametric Estimation of a Sample Selection Model in the Presence of Endogeneity," Hannover Economic Papers (HEP) dp-504, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    4. Pierre-André Chiappori & Ivana Komunjer, 2008. "Correct Specification and Identification of Nonparametric Transformation Models," Working Papers 2009-003, Becker Friedman Institute for Research In Economics.
    5. Roland Weigand, 2014. "Matrix Box-Cox Models for Multivariate Realized Volatility," Working Papers 144, Bavarian Graduate Program in Economics (BGPE).
    6. Rosa L. Matzkin, 2003. "Nonparametric Estimation of Nonadditive Random Functions," Econometrica, Econometric Society, vol. 71(5), pages 1339-1375, September.
    7. Oliver Linton & Pedro Gozalo, 1996. "Conditional Independence Restrictions: Testing and Estimation," Cowles Foundation Discussion Papers 1140, Cowles Foundation for Research in Economics, Yale University.
    8. Subbotin, Viktor, 2007. "Asymptotic and bootstrap properties of rank regressions," MPRA Paper 9030, University Library of Munich, Germany, revised 20 Mar 2008.
    9. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, number 8355.
    10. Andrew Chesher, 2005. "Identification with excess heterogeneity," CeMMAP working papers CWP19/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    11. Marazzi, Alfio & Yohai, Victor J., 2006. "Robust Box-Cox transformations based on minimum residual autocorrelation," Computational Statistics & Data Analysis, Elsevier, vol. 50(10), pages 2752-2768, June.
    12. Chesher, Andrew, 2009. "Excess heterogeneity, endogeneity and index restrictions," Journal of Econometrics, Elsevier, vol. 152(1), pages 37-45, September.
    13. Arkadiusz Szyd?owski, 2017. "Testing a parametric transformation model versus a nonparametric alternative," Discussion Papers in Economics 17/15, Department of Economics, University of Leicester.
    14. Subbotin, Viktor, 2008. "Essays on the econometric theory of rank regressions," MPRA Paper 14086, University Library of Munich, Germany.

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