Linton, Oliver (1996) Edgeworth approximation for MINPIN estimators in semiparametric regression models. Econometric Theory, 12 (1). pp. 30-60. ISSN 0266-4666
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Identification Number: 10.1017/S0266466600006435
Abstract
We examine the higher order asymptotic properties of semiparametric regression estimators that were obtained by the general MINPIN method described in Andrews (1989, Semiparametric Econometric Models: I. Estimation, Discussion paper 908, Cowles Foundation). We derive an order n−1 stochastic expansion and give a theorem justifying order n−1 distributional approximation of the Edgeworth type.
| Item Type: | Article |
|---|---|
| Official URL: | http://journals.cambridge.org/action/displayJourna... |
| Additional Information: | © 1996 Cambridge University Press |
| 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: | 11 Dec 2024 22:02 |
| URI: | http://eprints.lse.ac.uk/id/eprint/1306 |
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