Semiparametric estimation of a nonstationary panel data transformation model under symmetry
Economics Letters, 2008, vol. 99, issue 1, 107-110
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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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:99:y:2008:i:1:p:107-110
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