Second Order Approximation in the Partially Linear Regression Model

Oliver Linton

No 1065, Cowles Foundation Discussion Papers from Cowles Foundation for Research in Economics, Yale University

Abstract: We examine the second order properties of various quantities of interest in the partially linear regression model. We obtain a stochastic expansion with remainder o_{P}(n^{-2mu}), where mu

Pages: 47 pages
Date: 1993-12
Note: CFP 915.
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Citations: View citations in EconPapers (1)

Published in Econometrica (September 1995), 63(5): 1079-1112

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