Sobolev estimation of approximate regressions

Econometric Theory

Volumn 12, Issue 5, 1996, Pages 753-772

  Florens, Jean Pierre ^a   Ivaldi, Marc ^b   Larribeau, Sophie ^c  

^a UNIVERSITY OF TOULOUSE CAPITOLE   (France)

^b Ecl Hautes Etud en Sci Sociales ^*

^c UNIVERSITÉ DE CERGY PONTOISE   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0030362784     PISSN: 02664666     EISSN: None     Source Type: Journal    
DOI: 10.1017/s0266466600007143     Document Type: Article

References (8)

1. Adams, R.A. (1975) Sobolev Spaces. London: Academic Press.
2. Amemiya, T. (1985) Advanced Econometrics. Oxford: Basil-Blackwell.
3. Bergstrom, A.R. (1985) The estimation of nonparametric functions in a Hilbert space. Econometric Theory 1, 2-27.
4. Breiman, L. (1968) Probability. London: Addison-Wesley.
5. Byron, R.P. & A.K. Bera (1983a) Linearized estimation of nonlinear single equation functions. International Economic Review 24, 237-248.
6. Byron, R.P. & A.K. Bera (1983b) Least squares approximations to unknown regression functions: A comment. International Economic Review 24, 255-260.
7. Engle, R. F., D.F. Hendry, & J.F. Richard (1983) Exogeneity. Econometrica 51 (2), 277-304.
8. Florens, J.P. & S. Larribeau (1993) Derivative Consistent Estimation. WP Gremaq 93.31.318, University of Toulouse 1.