Edgeworth Approximation for MINPIN Estimators in Semiparametric Regression Models

B-Tier
Journal: Econometric Theory
Year: 1996
Volume: 12
Issue: 1
Pages: 30-60

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We examine the higher order asymptotic properties of semiparametric regression estimators that were obtained by the general MINPIN method described in Andrews (1989, Semiparametric Econometric Models: I. Estimation, Discussion paper 908, Cowles Foundation). We derive an order n−1 stochastic expansion and give a theorem justifying order n−1 distributional approximation of the Edgeworth type.

Technical Details

RePEc Handle
repec:cup:etheor:v:12:y:1996:i:01:p:30-60_00
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-25