Are efficient estimators in single-index models really efficient? A computational discussion

Computational Statistics

Volumn 17, Issue 4, 2002, Pages 453-464

  Hristache, Marian ^a  

^a CREST   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0036453157     PISSN: 09434062     EISSN: None     Source Type: Journal    
DOI: 10.1007/s001800200119     Document Type: Article

References (14)

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11. Powell, J.L., Stock, J.M. and Stoker, T.M. (1989), "Semiparametric estimation of index coefficients", Econometrica, 57, 1403-1430.
12. Robinson, P.M. (1995), "The normal approximation for semiparametric averaged derivatives", Econometrica, 63, 667-680.
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14. Stoker, T.M. (1986), "Consistent estimation of scaled coefficients", Econometrica, 54, 1461-1481.