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Robinson's Squareroot-of-n-consistent Semiparametric Regression Estimator in Stata
Vincenzo Verardi ()
Working Papers from University of Namur, Department of Economics
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)
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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.
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Persistent link: http://EconPapers.repec.org/RePEc:nam:wpaper:1110
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