Specification Testing for Transformation Models

Specification Testing for Transformation Models

Consider a nonseparable model Y=R(X,U) where Y and X are observed, while U is unobserved and conditionally independent of X. This paper provides the first nonparametric test of whether R takes the form of a transformation model, meaning that Y is monotonic in the sum of a function of X plus a functi...

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書目詳細資料
Main Authors:	LEWBEL, Arthur, LU, Xun, SU, Liangjun
格式:	text
語言:	English
出版:	Institutional Knowledge at Singapore Management University 2014
主題:	additivity control variable endogenous variable monotonicity nonparametric nonseparable model hazard model specification test transformation model unobserved heterogeneity Econometrics
在線閱讀:	https://ink.library.smu.edu.sg/soe_research/1489 https://ink.library.smu.edu.sg/context/soe_research/article/2488/viewcontent/Specification_Testing_for_Transformation_Models_2014_wp.pdf
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