Arbeitspapier

Semiparametric Estimation of Regression Functions Under Shape Invariance Restrictions

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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.

Sprache
Englisch

Erschienen in
Series: ZEW Discussion Papers ; No. 03-64

Klassifikation
Wirtschaft
Semiparametric and Nonparametric Methods: General
Consumer Economics: Empirical Analysis
Multiple or Simultaneous Equation Models: Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions; Social Interaction Models
Thema
shape invariant modelling
semiparametric regression
simulations
large sample properties
consumer data
Regression
Nichtparametrisches Verfahren
Schätzung
Verbraucherausgaben
Theorie
Grossbritannien

Ereignis
Geistige Schöpfung
(wer)
Wilke, Ralf A.
Ereignis
Veröffentlichung
(wer)
Zentrum für Europäische Wirtschaftsforschung (ZEW)
(wo)
Mannheim
(wann)
2003

Handle
Letzte Aktualisierung
20.09.2024, 08:23 MESZ

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Objekttyp

  • Arbeitspapier

Beteiligte

  • Wilke, Ralf A.
  • Zentrum für Europäische Wirtschaftsforschung (ZEW)

Entstanden

  • 2003

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