|
SEMIPARAMETRIC ESTIMATION OF REGRESSION FUNCTIONS UNDER SHAPE INVARIANCE RESTRICTIONS.
Category: Econometrics
SEMI- AND NON-PARAMETRIC METHODS III Tuesday 27th August 2002, 09:30 - 11:00, Room: 4.7
Session Chair(s):
Feike C. Drost, CentER, Tilburg University, NETHERLANDS
|
Abstract:
|
This paper considers the shape invariant modelling approach in
semiparametric regression estimation. Nonparametric regression
functions of similar shape are linked by parametric
transformations with unknown parameters. A computationally
convenient estimation procedure is suggested. Finite sample
performance of this estimator is investigated by simulations.
Consistency of the parameter estimates is shown. An application to
consumer data illustrates the importance of this method for
applied statistics. Estimation results indicate that the imposed
shape invariance restrictions have
empirical evidence in the semiparametric modelling of consumer demand.
|
|
|
|
|
Find this file in the \Papers\613\ folder of this CD-ROM.
|
|
|
Customise
|
Customise your Event Programme to include your favourite papers, and email details of papers to friends and colleagues with the
online Programme
|
|
|