| 000 -LEADER |
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| fixed length control field |
01358nam a22001577a 4500 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
210220b ||||| |||| 00| 0 eng d |
| 100 ## - MAIN ENTRY--PERSONAL NAME |
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| Personal name |
Chen, Xi and Wang, Songnian |
| 245 ## - TITLE STATEMENT |
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| Title |
Semiparametric estimation of generalized transformation panel data models with nonstationary error |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
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| Place of publication, distribution, etc |
The Econometrics Journal |
| 300 ## - PHYSICAL DESCRIPTION |
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| Extent |
23(3), Sep, 2020: p.386-402 |
| 520 ## - SUMMARY, ETC. |
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| Summary, etc |
Early studies of the generalized transformation panel data model resorted to the identical marginal distribution of the error term over time. This stationarity condition is restrictive for many applications, especially as the number of time periods increases. This paper considers nonstationary censored generalized transformation panel data models where the idiosyncratic error has an unknown nonseparable form and admits a flexible relationship between the observable and the unobservable. We propose an estimation method, and establish the consistency and asymptotic normality for the proposed estimator. Simulation results illustrate the good performance of our estimator in a finite sample. We apply the proposed method to bilateral trade issues of the U.S.A. and foreign countries. - Reproduced |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Generalized transformation model, Fixed effects, Non-stationary |
| 9 (RLIN) |
22734 |
| 773 ## - HOST ITEM ENTRY |
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| Main entry heading |
The Econometrics Journal |
| 906 ## - LOCAL DATA ELEMENT F, LDF (RLIN) |
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| Subject DIP |
ECONOMICS |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
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| Item type |
Articles |
