Second Order Approximation in the Partially Linear Regression Model.

The author examines the second order properties of various quantities of interest in the partially linear regression model: a stochastic expansion with remainder of order n[superscript -2 mu] in distribution, where mu Copyright 1995 by The Econometric Society.

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Year of publication:	1995
Authors:	Linton, Oliver
Published in:	Econometrica. - Econometric Society. - Vol. 63.1995, 5, p. 1079-1112
Publisher:	Econometric Society

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Extent:	application/pdf
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005130099