Semiparametric Estimation of Regression Functions Under Shape Invariance Restrictions

Ralf Wilke

No 03-64, ZEW Discussion Papers from ZEW - Leibniz Centre for European Economic Research

Abstract: This paper considers the shape invariant modelling approach in semiparametric regression estimation. Nonparametric functions of similar shape are linked by parametric transformations with unknown parameters. A computationally convenient estimation procedure is suggested. √N- consistency of the parameter estimates is proved. Finite sample performance of this estimator is investigated by simulations. An application to consumer data illustrates the importance of this method for applied statistics. Estimations indicate that the imposed shape invariance restrictions have empirical evidence in the semiparametric modelling of consumer demand.

Keywords: shape invariant modelling; semiparametric regression; simulations; large sample properties; consumer data (search for similar items in EconPapers)
JEL-codes: C14 C31 D12 (search for similar items in EconPapers)
Date: 2003
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (4)

Downloads: (external link)
https://www.econstor.eu/bitstream/10419/23998/1/dp0364.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:zbw:zewdip:1494

Access Statistics for this paper

More papers in ZEW Discussion Papers from ZEW - Leibniz Centre for European Economic Research Contact information at EDIRC.
Bibliographic data for series maintained by ZBW - Leibniz Information Centre for Economics ().