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). We derive an order n^{-1} stochastic expansion and give a theorem justifying order n^{-1} distributional approximation of the Edgeworth type.

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Year of publication:	1994-11
Authors:	Linton, Oliver
Institutions:	Cowles Foundation for Research in Economics, Yale University

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Extent:	application/pdf
Series:	Cowles Foundation Discussion Papers.
Type of publication:	Book / Working Paper
Notes:	Published in Econometric Theory (1996), 12: 30-60 The price is None Number 1086 43 pages
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005593453