Verardi, Vincenzo; Debarsy, Nicolas - In: Stata Journal 12 (2012) 4, pp. 726-735
In this article, we describe http://www.stata-journal.com/software/Robinson’s (1988, Econometrica 56: 931– 954) double residual semiparametric regression estimator and H ̈ardle and Mam- men’s (1993, Annals of Statistics 21: 1926–1947) specification test implementation in Stata. We use...
