Estimation of the covariance matrix in multivariate partially linear models

Multivariate partially linear models are generalizations of univariate partially linear models. In the literature, some estimators of treatment effects and nonparametric components have been proposed. In this note, the estimator of the covariance matrix in multivariate partially linear models is derived and some of its properties are given.

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Year of publication:	2014
Authors:	Przystalski, Marcin
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 123.2014, C, p. 380-385
Publisher:	Elsevier
Subject:	Multivariate partially linear models \| Estimation \| Covariance matrix

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010718985