Testing the adequacy of semiparametric transformation models
Author:
Funder
GACR
ELKE
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://link.springer.com/article/10.1007/s11749-017-0544-4/fulltext.html
Reference36 articles.
1. Bierens HJ (1982) Consistent model specification tests. J Econom 20:105–134
2. Breiman L, Friedman JH (1985) Estimating optimal transformations for multiple regression and correlation. J Am Stat Assoc 80:580–598
3. Carrasco M, Florens JP (2000) Generalization of GMM to a continuum of moment conditions. Econom Theory 16:797–834
4. Colling B, van Keilegom I (2016) Goodness-of-fit tests in semiparametric transformation models. Test 25:291–308
5. Colling B, Heuchenne C, Samb R, Van Keilegom I (2015) Estimation of the error density in a semiparametric transformation model. Ann Inst Stat Math 67:1–18
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