Edgeworth Approximation for MINPIN Estimators in Semiparametric Regression Models

Oliver Bruce Linton ()

Econometric Theory, 1996, vol. 12, issue 01, pages 30-60

Abstract: We examine the higher order asymptotic properties of semiparametric regression estimators that were obtained by the general MINPIN method described in Andrews (1989, Semiparametric Econometric Models: I. Estimation, Discussion paper 908, Cowles Foundation). We derive an order n 1 distributional approximation of the Edgeworth type.

Date: 1996
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Working Paper: Edgeworth Approximation for MINPIN Estimators in Semiparametric Regression Models (1994)
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Persistent link: http://EconPapers.repec.org/RePEc:cup:etheor:v:12:y:1996:i:01:p:30-60_00

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