LOCAL RANK ESTIMATION OF TRANSFORMATION MODELS WITH FUNCTIONAL COEFFICIENTS

B-Tier
Journal: Econometric Theory
Year: 2010
Volume: 26
Issue: 6
Pages: 1807-1819

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper considers a nonparametric functional coefficient model with an unknown link function. The model gives flexibility to the standard interaction-variable model by allowing an arbitrary functional form of heterogeneous marginal effects. A local rank estimation procedure is proposed for the functional coefficients along with its asymptotic property.

Technical Details

RePEc Handle
repec:cup:etheor:v:26:y:2010:i:06:p:1807-1819_99
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-29