A MODIFIED AVERAGE DERIVATIVES ESTIMATOR

We extend the average derivatives estimator to the case of functionally dependent regressors. We show that the proposed estimator is consistent and has a limiting normal distribution. A consistent covariance matrix estimator for the proposed estimator is provided.

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Year of publication:	2001
Authors:	Ai, Chunrong
Published in:	Econometric Reviews. - Taylor & Francis Journals, ISSN 0747-4938. - Vol. 20.2001, 1, p. 113-131
Publisher:	Taylor & Francis Journals
Subject:	Nonparametric estimation \| Functional dependency \| Average derivatives estimator

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Extent:	text/html
Type of publication:	Article
Classification:	C2 - Econometric Methods: Single Equation Models ; C4 - Econometric and Statistical Methods: Special Topics
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005292362