Edgeworth approximations for semiparametric instrumental variable estimators and test statistics

Journal of Econometrics

Volumn 106, Issue 2, 2002, Pages 325-368

  Linton, Oliver ^a  

^a LONDON SCHOOL OF ECONOMICS   (United Kingdom)

Author keywords

Bandwidth selection; Edgeworth approximation; Instrumental variables; Kernel estimation; Local polynomials

Indexed keywords

APPROXIMATION THEORY; BANDWIDTH; ESTIMATION; POLYNOMIALS;

EDGEWORTH APPROXIMATION; KERNEL ESTIMATION;

ECONOMICS;

EID: 0346093809     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(01)00104-X     Document Type: Article

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