Edgeworth approximation for MINPIN estimators in semiparametric regression models

被引：9
作者：
Linton, O
机构：
来源：
ECONOMETRIC THEORY | 1996年 / 12卷 / 01期
关键词：
D O I：
10.1017/S0266466600006435
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
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.
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页码：30 / 60
页数：31
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