Semiparametric estimation of a nonstationary panel data transformation model under symmetry

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.

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Year of publication:	2008
Authors:	Zhou, Yahong
Published in:	Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 99.2008, 1, p. 107-110
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005275802