Edgeworth approximation for MINPIN estimators in semiparametric regression models

Autor:	Oliver Linton
Jazyk:	angličtina
Rok vydání:	1996
Předmět:	HB Economic Theory Economics and Econometrics Econometric model Statistics::Theory Econometrics Estimator Statistics::Methodology Semiparametric regression Type (model theory) Social Sciences (miscellaneous) Mathematics Semiparametric model
Zdroj:	IndraStra Global.
ISSN:	2381-3652
Popis:	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.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2ec81a245bb1a2ddb69ef029ac972ebf https://igi.indrastra.com/items/show/301777 Zobrazit plný text záznamu