Donkers, Bas; Schafgans, Marcia M - Suntory and Toyota International Centres for Economics … - 2005
the influence of the indices.
Keywords: Semiparametric estimation, multiple index models, average derivative … multiple index models, where so far, the number of indices has been
assumed known. An exception to this is the projection … important, though, is the
result that with these additional average derivative functionals the parameters in multiple
index …