Add to ORKGAn alternative to estimation of microeconometric models under the assumption of normality of the disturbances is semi-nonparametric maximum likelihood estimation. In a particular class of this kind of models, the density function of the disturbances is approximated by a Hermite series. In this paper we will discuss this approach in the context of a popular microeconometric model (the sample selection model) and we apply the model to a truncated switching regression model with endogenous regimes. A new choice of base functions of the Hermite series is presented and the semi-nonparametric approach is used to examine sensitivity to the assumption of normality of estimation results of a model for rent assistance and housing demand in Koning (19...
this paper we introduce a test for the normality assumption in sample selection models. The test is ...
We analyze a semiparametric model for data that suffer from the problems of incidental truncation, w...
We consider a semiparametric transformation model, in which the regression func- tion has an additiv...
An alternative to estimation of microeconometric models under the assumption of normality of the dis...
An alternative to estimation of microeconometric models under the assumption of normality of the dis...
An alternative to estimation of microeconometric models under the assumption of normality of the dis...
An alternative to estimation of microeconometric models under the assumption of normality of the dis...
An alternative to estimation of microeconometric models under the assumption of normality of the dis...
An alternative to estimation of microeconometric models under the assumption of normality of the dis...
An alternative to estimation of microeconometric models under the assumption of normality of the dis...
In this paper we introduce a test for the normality assumption in sample selection models. The test ...
this paper we introduce a test for the normality assumption in sample selection models. The test is ...
We consider a semiparametric transformation model, in which the regression function has an additive ...
The performances of alternative two-stage estimators for the endogenous switching regression model w...
© 2018 Cambridge University Press. We consider a semiparametric transformation model, in which the r...
this paper we introduce a test for the normality assumption in sample selection models. The test is ...
We analyze a semiparametric model for data that suffer from the problems of incidental truncation, w...
We consider a semiparametric transformation model, in which the regression func- tion has an additiv...
An alternative to estimation of microeconometric models under the assumption of normality of the dis...
An alternative to estimation of microeconometric models under the assumption of normality of the dis...
An alternative to estimation of microeconometric models under the assumption of normality of the dis...
An alternative to estimation of microeconometric models under the assumption of normality of the dis...
An alternative to estimation of microeconometric models under the assumption of normality of the dis...
An alternative to estimation of microeconometric models under the assumption of normality of the dis...
An alternative to estimation of microeconometric models under the assumption of normality of the dis...
In this paper we introduce a test for the normality assumption in sample selection models. The test ...
this paper we introduce a test for the normality assumption in sample selection models. The test is ...
We consider a semiparametric transformation model, in which the regression function has an additive ...
The performances of alternative two-stage estimators for the endogenous switching regression model w...
© 2018 Cambridge University Press. We consider a semiparametric transformation model, in which the r...
this paper we introduce a test for the normality assumption in sample selection models. The test is ...
We analyze a semiparametric model for data that suffer from the problems of incidental truncation, w...
We consider a semiparametric transformation model, in which the regression func- tion has an additiv...