Edgeworth Approximation for MINPIN Estimators in Semiparametric Regression Models

Oliver Linton

No 1086, Cowles Foundation Discussion Papers from Cowles Foundation for Research in Economics, Yale University

Abstract: We examine the higher order asymptotic properties of semiparametric regression estimators that were obtained by the general MINPIN method described in Andrews (1989). We derive an order n^{-1} stochastic expansion and give a theorem justifying order n^{-1} distributional approximation of the Edgeworth type.

Pages: 43 pages
Date: 1994-11
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Published in Econometric Theory (1996), 12: 30-60

Downloads: (external link)
https://cowles.yale.edu/sites/default/files/files/pub/d10/d1086.pdf (application/pdf)
Our link check indicates that this URL is bad, the error code is: 404 Not Found

Related works:
Journal Article: Edgeworth Approximation for MINPIN Estimators in Semiparametric Regression Models (1996)
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:cwl:cwldpp:1086

Ordering information: This working paper can be ordered from
Cowles Foundation, Yale University, Box 208281, New Haven, CT 06520-8281 USA
The price is None.

Access Statistics for this paper

More papers in Cowles Foundation Discussion Papers from Cowles Foundation for Research in Economics, Yale University Yale University, Box 208281, New Haven, CT 06520-8281 USA. Contact information at EDIRC.
Bibliographic data for series maintained by Brittany Ladd ().