Studentization in Edgworth Expansions for Estimates of Semiparametric Index Models - (Now published in C Hsiao, K Morimune and J Powell (eds): Nonlinear Statistical Modeling (Festschrift for Takeshi Amemiya), (Cambridge University Press, 2001), pp.197-240.)

Y Nishiyama and Peter M. Robinson

STICERD - Econometrics Paper Series from Suntory and Toyota International Centres for Economics and Related Disciplines, LSE

Abstract: We establish valid theoretical and empirical Edgeworth expansions for density-weighted averaged derivative estimates of semiparametric index models.

Keywords: Edgeworth expansions; semiparametric estimates; averaged derivatives (search for similar items in EconPapers)
Date: 1999-10
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Persistent link: http://EconPapers.repec.org/RePEc:cep:stiecm:/1999/374

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