?url_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Adc&rft.relation=https%3A%2F%2Fpublications.ut-capitole.fr%2Fid%2Feprint%2F21994%2F&rft.title=Estimation+of+a+semiparametric+transformation+model+in+the+presence+of+endogeneity&rft.creator=Van+Keilegom%2C+Ingrid&rft.creator=Vanhems%2C+Anne&rft.subject=B-+ECONOMIE+ET+FINANCE&rft.description=We+consider+a+semiparametric+transformation+model%2C+in+which+the+regression+func-+tion+has+an+additive+nonparametric+structure+and+the+transformation+of+the+response+is+assumed+to+belong+to+some+parametric+family.+We+suppose+that+endogeneity+is+present+in+the+explanatory+variables.+Using+a+control+function+approach%2C+we+show+that+the+pro-+posed+model+is+identified+under+suitable+assumptions%2C+and+propose+a+profile+estimation+method+for+the+transformation.+The+proposed+estimator+is+shown+to+be+asymptotically+normal+under+certain+regularity+conditions.+A+simulation+study+shows+that+the+esti-+mator+behaves+well+in+practice.+Finally%2C+we+give+an+empirical+example+using+the+U.K.+Family+Expenditure+Survey.&rft.publisher=TSE+Working+Paper&rft.date=2016-05&rft.type=Monograph&rft.type=NonPeerReviewed&rft.format=text&rft.language=en&rft.identifier=https%3A%2F%2Fpublications.ut-capitole.fr%2Fid%2Feprint%2F21994%2F1%2Fwp_tse_654.pdf&rft.identifier=++Van+Keilegom%2C+Ingrid+%3Chttps%3A%2F%2Fwww.idref.fr%2F170312534%3E+and+Vanhems%2C+Anne+%3Chttps%3A%2F%2Fwww.idref.fr%2F061390313%3E++(2016)+Estimation+of+a+semiparametric+transformation+model+in+the+presence+of+endogeneity.++TSE+Working+Paper%2C+n.+16-654%2C+Toulouse+++++&rft.relation=http%3A%2F%2Ftse-fr.eu%2Fpub%2F30482&rft.language=en