Publication Date
1990
Recommended Citation
Hoa, Tran Van, System estimation of generalized working models: a semiparametric approach, Department of Economics, University of Wollongong, Working Paper 90-13, 1990, 5.
https://ro.uow.edu.au/commwkpapers/328
Abstract
System estimation of a complete model of m generalized working equations of the Phillips/Tukey form with unknown exponent function is often unsatisfactory due to computational instability encountered in practical studies. A semiparametric economictheoretical procedure is proposed. Some illustrations of the new procedure are also given.
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