Generalized linear models are widely used by data analysts. However, the choice of the link function is often made arbitrarily. Here we permit the data to estimate the link function by incorporating ...

Lawrence J. Christiano, Solving the Stochastic Growth Model by Linear-Quadratic Approximation and by Value-Function Iteration, Journal of Business & Economic Statistics, Vol. 8, No. 1 (Jan., 1990), pp ...