Nishiyama, Y and Robinson, Peter (1999) Studentization in Edgworth expansions for estimates of semiparametric index models. Econometrics; EM/1999/374 (EM/99/374). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
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Abstract
We establish valid theoretical and empirical Edgeworth expansions for density-weighted averaged derivative estimates of semiparametric index models.
| Item Type: | Monograph (Discussion Paper) |
|---|---|
| Official URL: | http://sticerd.lse.ac.uk |
| Additional Information: | © 1999 Y Nishiyama and P M Robinson |
| Divisions: | Economics STICERD |
| Subjects: | H Social Sciences > HB Economic Theory |
| JEL classification: | C - Mathematical and Quantitative Methods > C2 - Econometric Methods: Single Equation Models; Single Variables > C24 - Truncated and Censored Models C - Mathematical and Quantitative Methods > C2 - Econometric Methods: Single Equation Models; Single Variables > C21 - Cross-Sectional Models; Spatial Models; Treatment Effect Models |
| Date Deposited: | 27 Apr 2007 |
| Last Modified: | 11 Dec 2024 18:26 |
| URI: | http://eprints.lse.ac.uk/id/eprint/2095 |
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