Efficient estimation of generalized nonparametric model under additive structure

• 主要作者: XIA, Ying
• 格式: text
• 語言: English
• 出版: Institutional Knowledge at Singapore Management University 2023
• 主題: nonparametric estimation; panel data; fixed effects; transformation model; generalized additive model; Econometrics
• 在線閱讀: https://ink.library.smu.edu.sg/etd_coll/493; https://ink.library.smu.edu.sg/context/etd_coll/article/1491/viewcontent/Ying_dissertation_signed.pdf
• 機構: Singapore Management University

In this thesis, we develop novel nonparametric estimation techniques for two distinct classes of models: (1) Generalized Additive Models with Unknown Link Functions (GAMULF) and (2) Generalized Panel Data Transformation Models with Fixed Effects. Both models avoid parametric assumptions on their res...