Robinson's Squareroot-of-n-consistent Semiparametric Regression Estimator in Stata

This paper describes Robinson's (1988) double residual semiparametric regression estimator and Hardle and Mammen's (1993) specification test implementation in Stata. Some simple simulations illustrate how this newly coded estimator outperforms the already available semiparametric plreg command.

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Year of publication:	2011-03
Authors:	Verardi, Vincenzo ; Debarsy, Nicolas
Institutions:	Faculté des Sciences Économiques, Sociales et de Gestion (FSESG), Université de Namur
Subject:	Semipar \| Semiparametric estimation

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Extent:	application/pdf
Series:	Working Papers.
Type of publication:	Book / Working Paper
Language:	English
Notes:	Number 1110 10 pages
Classification:	C14 - Semiparametric and Nonparametric Methods ; C21 - Cross-Sectional Models; Spatial Models
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009147519