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The normal approximation for semiparametric averaged derivatives

Robinson, Peter (1995) The normal approximation for semiparametric averaged derivatives. Econometrica, 63 (3). pp. 667-680. ISSN 0012-9682

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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
Subjects: H Social Sciences > HB Economic Theory
Sets: Departments > Economics
Collections > Economists Online
Date Deposited: 27 Apr 2007
Last Modified: 27 Jun 2012 10:54
URI: http://eprints.lse.ac.uk/id/eprint/1542

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