| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5062032 | Economics Letters | 2008 | 4 Pages |
Abstract
This paper considers semiparametric estimation of a nonstationary transformation model with panel data. One of the drawbacks of most existing semiparametric procedures is the requirement of stationarity assumption. Under a symmetry condition, a new estimator is proposed, allowing for nonstationarity of the disturbance.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Yahong Zhou,