Nonparametric Estimation of Homothetic and Homothetically Separable Functions
نویسندگان
چکیده
منابع مشابه
Identification and Nonparametric Estimation of a Transformed Additively Separable Model∗
Let r (x, z) be a function that, along with its derivatives, can be consistently estimated nonparametrically. This paper discusses identification and consistent estimation of the unknown functions H , M , G and F , where r (x, z) = H [M (x, z)], M (x, z) = G (x) + F (z), and H is strictly monotonic. An estimation algorithm is proposed for each of the model’s unknown components when r (x, z) rep...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2003
ISSN: 1556-5068
DOI: 10.2139/ssrn.489362