Edgeworth approximation for MINPIN estimators in semiparametric regression models
Autor: | Oliver Linton |
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Jazyk: | angličtina |
Rok vydání: | 1996 |
Předmět: | |
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 |
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