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Edgeworth Approximation for MINPIN Estimators in Semiparametric Regression Models

We examine the higher order asymptotic properties of semiparametric regression estimators that were obtained by the general MINPIN method described in Andrews (1989, Semiparametric Econometric Models: I. Estimation, Discussion paper 908, Cowles Foundation). We derive an order <italic>n</italic><sup>−1</sup> stochastic expansion and give a theorem justifying order <italic>n</italic><sup>−1</sup> distributional approximation of the Edgeworth type.
Year of publication:
1996
Authors: Linton, Oliver
Published in:
Econometric Theory. - Cambridge University Press. - Vol. 12.1996, 01, p. 30-60
Publisher: Cambridge University Press
Description of contents: Abstract [journals.cambridge.org]
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Type of publication: Article
Source:
Persistent link: https://www.econbiz.de/10005411725
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