{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,5,9]],"date-time":"2026-05-09T19:45:37Z","timestamp":1778355937342,"version":"3.51.4"},"reference-count":39,"publisher":"Oxford University Press (OUP)","issue":"3","license":[{"start":{"date-parts":[[2020,5,11]],"date-time":"2020-05-11T00:00:00Z","timestamp":1589155200000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/academic.oup.com\/journals\/pages\/open_access\/funder_policies\/chorus\/standard_publication_model"}],"funder":[{"DOI":"10.13039\/501100001809","name":"National Natural Science Foundation of China","doi-asserted-by":"publisher","award":["NSFC71903128"],"award-info":[{"award-number":["NSFC71903128"]}],"id":[{"id":"10.13039\/501100001809","id-type":"DOI","asserted-by":"publisher"}]}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2020,9,1]]},"abstract":"<jats:title>Summary<\/jats:title><jats:p>Early studies of the generalized transformation panel data model resorted to the identical marginal distribution of the error term over time. This stationarity condition is restrictive for many applications, especially as the number of time periods increases. This paper considers nonstationary censored generalized transformation panel data models where the idiosyncratic error has an unknown nonseparable form and admits a flexible relationship between the observable and the unobservable. We propose an estimation method, and establish the consistency and asymptotic normality for the proposed estimator. Simulation results illustrate the good performance of our estimator in a finite sample. We apply the proposed method to bilateral trade issues of the U.S.A. and foreign countries.<\/jats:p>","DOI":"10.1093\/ectj\/utaa009","type":"journal-article","created":{"date-parts":[[2020,5,11]],"date-time":"2020-05-11T13:01:00Z","timestamp":1589202060000},"page":"386-402","source":"Crossref","is-referenced-by-count":4,"title":["Semiparametric estimation of generalized transformation panel data models with nonstationary error"],"prefix":"10.1093","volume":"23","author":[{"given":"Xi","family":"Wang","sequence":"first","affiliation":[{"name":"Department of Economics, Shanghai Lixin University of Accounting and Finance, No.995, Road Shangchuan,Shanghai, China, +86 180-2109-7852"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Songnian","family":"Chen","sequence":"additional","affiliation":[{"name":"Department of Economics, Hong Kong University of Science and Technology, Road Clear Water Bay, Kowloon, Hong Kong"}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"286","published-online":{"date-parts":[[2020,5,11]]},"reference":[{"key":"2021051713001364400_bib1","doi-asserted-by":"crossref","first-page":"203","DOI":"10.1016\/S0304-4076(99)00009-3","article-title":"Leapfrog estimation of a fixed-effects model with unknown transformation of the dependent variable","volume":"93","author":"Abrevaya","year":"1999","journal-title":"Journal of Econometrics"},{"key":"2021051713001364400_bib2","doi-asserted-by":"crossref","first-page":"365","DOI":"10.1080\/01621459.1999.10474127","article-title":"A dynamic model of purchase timing with application to direct marketing","volume":"94","author":"Allenby","year":"1999","journal-title":"Publications of the American Statistical Association"},{"key":"2021051713001364400_bib3","volume-title":"Econometric Analysis of Panel Data","author":"Baltagi","year":"2008","edition":"5th edition"},{"key":"2021051713001364400_bib4","first-page":"863","article-title":"Testing for heteroskedasticity and serial correlation in a random effects panel data model","volume":"103","author":"Baltagi","year":"2010","journal-title":"Journal of Econometrics"},{"issue":"2","key":"2021051713001364400_bib5","doi-asserted-by":"crossref","first-page":"863","DOI":"10.1257\/aer.103.2.863","article-title":"Commercial imperialism? 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