On the root-n-consistent semiparametric estimation of partially linear models

Economics Letters

Volumn 51, Issue 3, 1996, Pages 277-285

  Li, Qi ^a  

^a UNIVERSITY OF GUELPH   (Canada)

Author keywords

Kernel method; Partially linear model; Semiparametric estimation

Indexed keywords

EID: 0030306132     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/0165-1765(96)00821-X     Document Type: Article

References (7)

1. Andrews, D.W.K., 1991, Asymptotic normality of series estimators for nonparametric and semiparametric regression models, Econometrica 59, 307-345.
2. Andrews, D.W.K., 1994, Asymptotic for semiparametric econometric models via stochastic equicontinuity, Econometrica 62, 43-72.
3. Chamberlain, G., 1992, Efficiency bounds for semiparametric regression, Econometrica 60, 567-596.
4. Donald, S.G. and W.K. Newey, 1994, Series estimation of semilinear regression, Journal of Multivariate Analysis 50, 30-40.
5. Fan, Y., Q. Li and T. Stengos, 1992, Root-N-Consistent semiparametric regression with conditional heteroskedastic disturbances, Journal of Quantitative Economics, in press.
6. Li, Q. and T. Stengos, 1994, Semiparametric estimation of partially linear panel data models, Journal of Econometrics, in press.
7. Robinson, P., 1988, Root-N consistent semiparametric regression, Econometrica 56, 931-954.