Density Weighted Linear Least Squares.

We present asymptotic distribution theory for the inverse-density-weighted quasi-maximum likelihood estimator of semi-parametric index models proposed by Ruud. We also compare the performance of this estimator with the average derivative estimators proposed by Stoker.

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Year of publication:	1994-08-01
Authors:	Newey, Whitney K. ; Paul A. Ruud.
Institutions:	Department of Economics, University of California-Berkeley

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Series:	Economics Working Papers.
Type of publication:	Book / Working Paper
Notes:	The text is part of a series University of California at Berkeley Economics Working Papers Number 94-228
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005649671