n-prediction of generalized heteroscedastic transformation regression models
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DOI: 10.1016/j.jeconom.2019.09.003
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References listed on IDEAS
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Cited by:
- Yu, Tao & Li, Pengfei & Chen, Baojiang & Yuan, Ao & Qin, Jing, 2023. "Maximum pairwise-rank-likelihood-based inference for the semiparametric transformation model," Journal of Econometrics, Elsevier, vol. 235(2), pages 454-469.
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More about this item
Keywords
Generalized transformation regression model; Heteroscedasticity; n-prediction;All these keywords.
JEL classification:
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C24 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Truncated and Censored Models; Switching Regression Models; Threshold Regression Models
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
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