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Studentization in Edgworth expansions for estimates of semiparametric index models

By Y Nishiyama and Peter Robinson

Abstract

We establish valid theoretical and empirical Edgeworth expansions for density-weighted averaged derivative estimates of semiparametric index models

Topics: HB Economic Theory
Publisher: Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science
Year: 1999
OAI identifier: oai:eprints.lse.ac.uk:2095
Provided by: LSE Research Online

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