Robinson's Squareroot-of-n-consistent Semiparametric Regression Estimator in Stata

Vincenzo Verardi and Nicolas Debarsy ()

No 1110, Working Papers from University of Namur, Department of Economics

Abstract: This paper describes Robinson's (1988) double residual semiparametric regression estimator and Hardle and Mammen's (1993) specification test implementation in Stata. Some simple simulations illustrate how this newly coded estimator outperforms the already available semiparametric plreg command.

Keywords: Semipar; Semiparametric estimation (search for similar items in EconPapers)
JEL-codes: C14 C21 (search for similar items in EconPapers)
Date: 2011-03
References: Add references at CitEc
Citations View citations in EconPapers (1) Track citations by RSS feed

Downloads: (external link)
http://www.fundp.ac.be/eco/economie/recherche/wpseries/wp/1110.pdf First version, 2010 (application/pdf)

Related works:
Journal Article: Robinson's square root of N consistent semiparametric regression estimator in Stata (2012)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:nam:wpaper:1110

Access Statistics for this paper

More papers in Working Papers from University of Namur, Department of Economics
Contact information at EDIRC.
Series data maintained by Marie-Hélène Mathieu ().