Second Order Approximation in the Partially Linear Regression Model

Oliver Linton

Econometrica, 1995, vol. 63, issue 5, 1079-1112

Abstract: The author examines the second order properties of various quantities of interest in the partially linear regression model: a stochastic expansion with remainder of order n[superscript -2 mu] in distribution, where mu Copyright 1995 by The Econometric Society.

Date: 1995
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Working Paper: Second Order Approximation in the Partially Linear Regression Model (1993)
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