Studentization in Edgworth expansions for estimates of semiparametric index models

Nishiyama, Y; and Robinson, Peter (1999) Studentization in Edgworth expansions for estimates of semiparametric index models [Working paper]

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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
Keywords	Edgeworth expansions; semiparametric estimates; averaged derivatives
Departments	Economics STICERD
Date Deposited	27 Apr 2007
URI	https://researchonline.lse.ac.uk/id/eprint/2095

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