Semiparametric inference for partially linear regressions with Box-Cox transformation
带Box-Cox变换的部分线性回归的半参数推断
In this paper, a semiparametric partially linear model in the spirit of Robinson (1988) with Box- Cox transformed dependent variable is studied. Transformation regression models are widely used in applied econometrics to avoid misspecification. In addition, a partially linear semiparametric model is an intermediate strategy that tries to balance advantages and disadvantages of a fully parametric model and nonparametric models. A combination of transformation and partially…