Series Estimation of Semilinear Models

Stephen Donald and Whitney Newey

Journal of Multivariate Analysis, 1994, vol. 50, issue 1, 30-40

Abstract: This paper discusses estimation of the semilinear model E[y x, z] = x'[beta] + g(z) using series approximations to the unknown function g(z) under much weaker conditions than heretofore given in the literature. In particular, we allow for z being multidimensional and to have a discrete distribution, features often present in applications. In addition, the smoothness conditions are quite weak: it will suffice for [radical sign]n consistency of [beta] that the modulus of continuity of g(z) and E[x z] be higher than one-fourth the dimension of z and that the number of terms be chosen appropriately.

Date: 1994
References: Add references at CitEc
Citations: View citations in EconPapers (43)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0047-259X(84)71032-3
Full text for ScienceDirect subscribers only

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:eee:jmvana:v:50:y:1994:i:1:p:30-40

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().