Robinson, Peter (1995) The normal approximation for semiparametric averaged derivatives. Econometrica, 63 (3). pp. 667-680. ISSN 0012-9682
Full text not available from this repository.Abstract
With the same normalization as that for standard parametric statistics, and centered at a parameter of interest, many semiparametric estimates based on n observations have been shown to be root-n-consistent and asymptotically normal. In the context of semiparametric averaged derivative estimates, we go further by showing that the rate of convergence of the finite-sample distribution to the normal limit distribution can equal that of standard parametric statistics.
| Item Type: | Article |
|---|---|
| Official URL: | http://eu.wiley.com/WileyCDA/WileyTitle/productCd-... |
| Additional Information: | © 1995 The Econometric Society |
| Divisions: | Economics |
| Subjects: | H Social Sciences > HB Economic Theory |
| JEL classification: | C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods: General > C14 - Semiparametric and Nonparametric Methods |
| Date Deposited: | 27 Apr 2007 |
| Last Modified: | 13 Sep 2024 21:03 |
| URI: | http://eprints.lse.ac.uk/id/eprint/1542 |
Actions (login required)
 |
View Item |
