EconPapers    
Economics at your fingertips  
 

Estimating Semiparametric Econometrics Models by Local Linear Method: With an Application to Cross-Country Growth

Qi Li and Jeffrey Wooldridge

Annals of Economics and Finance, 2000, vol. 1, issue 2, 337-357

Abstract: It is well established that local linear method dominates the conventional local constant method in estimating nonparametric regression models by kernel method. In this paper we consider the problem of estimating semiparametric econometric models by local linear method. We provide a simple proof of establishing the joint asymptotic normality of the local linear estimator. We then show that our results can be used to easily derive the asymptotic distributions of local linear estimators for several semiparametric econometric models. An empirical application of using a semiparametric local linear estimator to cross country growth data is examined.

Keywords: Local linear estimator; Asymptotic normality; Partially linear model; Smoothing coefficient model (search for similar items in EconPapers)
JEL-codes: C14 C21 (search for similar items in EconPapers)
Date: 2000
References: Add references at CitEc
Citations: View citations in EconPapers (4)

Downloads: (external link)
http://aeconf.com/Articles/Nov2000/aef010205.pdf (application/pdf)
http://down.aefweb.net/AefArticles/aef010205.pdf (application/pdf)

Related works:
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: https://EconPapers.repec.org/RePEc:cuf:journl:y:2000:v:1:i:2:p:337-357

Access Statistics for this article

Annals of Economics and Finance is currently edited by Heng-fu Zou

More articles in Annals of Economics and Finance from Society for AEF Contact information at EDIRC.
Bibliographic data for series maintained by Qiang Gao ().

 
Page updated 2025-03-19
Handle: RePEc:cuf:journl:y:2000:v:1:i:2:p:337-357