Showing 1 - 3 of 3
This note proposes a computationally simple empirical Edgeworth expansion for the limiting distribution of a Studentized estimator of a semiparametric single index model. The estimator in question is the density-weighted averaged derivative estimator implemented according to the method of...
Persistent link: https://www.econbiz.de/10010836326
Persistent link: https://www.econbiz.de/10010256888
Persistent link: https://www.econbiz.de/10003885783