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The normal approximation for semiparametric averaged derivatives

By Peter Robinson

Abstract

With the same normalization as that for standard parametric statistics, and centered at a parameter of interest, many semiparametric estimates based on n observations have been shown to be root-n-consistent and asymptotically normal. In the context of semiparametric averaged derivative estimates, we go further by showing that the rate of convergence of the finite-sample distribution to the normal limit distribution can equal that of standard parametric statistics

Topics: HB Economic Theory
Publisher: Wiley-Blackwell on behalf of the Econometric Society
Year: 1995
OAI identifier: oai:eprints.lse.ac.uk:1542
Provided by: LSE Research Online
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