Studentization in Edgworth expansions for estimates of semiparametric index models

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 School of Economics and Political Science, 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
Uncontrolled Keywords:	Edgeworth expansions; semiparametric estimates; averaged derivatives
Library of Congress subject classification:	H Social Sciences > HB Economic Theory
Journal of Economic Literature Classification System:	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
Sets:	Collections > Economists Online Departments > Economics Research centres and groups > Suntory and Toyota International Centres for Economics and Related Disciplines (STICERD)
Rights:	http://www.lse.ac.uk/library/rights/LSERO.htm
Identification Number:	EM/99/374
URL:	http://eprints.lse.ac.uk/2095/

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