Efficient estimation of partially linear varying coefficient models

C-Tier
Journal: Economics Letters
Year: 2013
Volume: 121
Issue: 1
Pages: 79-81

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

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

Abstract

In this paper, we consider the problem of estimating a semiparametric partially linear varying coefficient model. We derive the semiparametric efficiency bound for the asymptotic variance of the finite-dimensional parameter estimator. We also propose an efficient estimator for estimating the finite-dimensional parameter of the model. Simulation results show substantial efficiency gain of our proposed estimator over a conventional estimator as considered in Ahmad et al. (2005).

Technical Details

RePEc Handle
repec:eee:ecolet:v:121:y:2013:i:1:p:79-81
Journal Field
General
Author Count
3
Added to Database
2026-01-25