The normal approximation for semiparametric averaged derivatives
Robinson, P.
(1995).
The normal approximation for semiparametric averaged derivatives.
Econometrica,
63(3), 667-680.
With the same normalization as that for standard parametric statistics, and centered at a parameter of interest, many semiparametric estimates based on n observations have been shown to be root-n-consistent and asymptotically normal. In the context of semiparametric averaged derivative estimates, we go further by showing that the rate of convergence of the finite-sample distribution to the normal limit distribution can equal that of standard parametric statistics.
| Item Type | Article |
|---|---|
| Copyright holders | © 1995 The Econometric Society |
| Departments | LSE > Academic Departments > Economics |
| Date Deposited | 27 Apr 2007 |
| URI | https://researchonline.lse.ac.uk/id/eprint/1542 |