000			01358nam a22001577a 4500
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100			_aChen, Xi and Wang, Songnian _924381
245			_aSemiparametric estimation of generalized transformation panel data models with nonstationary error
260			_aThe Econometrics Journal
300			_a23(3), Sep, 2020: p.386-402
520			_aEarly 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			_aGeneralized transformation model, Fixed effects, Non-stationary _922734
773			_aThe Econometrics Journal
906			_aECONOMICS
942			_cAR