Edgeworth approximation for MINPIN estimators in semiparametric regression models
Linton, O.
(1996).
Edgeworth approximation for MINPIN estimators in semiparametric regression models.
Econometric Theory,
12(1), 30-60.
https://doi.org/10.1017/S0266466600006435
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 |
|---|---|
| Copyright holders | © 1996 Cambridge University Press |
| Departments | LSE > Academic Departments > Economics |
| DOI | 10.1017/S0266466600006435 |
| Date Deposited | 27 Apr 2007 |
| URI | https://researchonline.lse.ac.uk/id/eprint/1306 |
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