Studentization in Edgworth expansions for estimates of semiparametric index models

Nishiyama, Y. & Robinson, P. (1999). Studentization in Edgworth expansions for estimates of semiparametric index models. (Econometrics; EM/1999/374 EM/99/374). Suntory and Toyota International Centres for Economics and Related Disciplines.
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We establish valid theoretical and empirical Edgeworth expansions for density-weighted averaged derivative estimates of semiparametric index models.
Item Type Working paper
Copyright holders © 1999 Y Nishiyama and P M Robinson
Departments LSE > Academic Departments > Economics
LSE > Research Centres > STICERD
Date Deposited 27 Apr 2007
URI https://researchonline.lse.ac.uk/id/eprint/2095

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