Robinson's square root of n consistent semiparametric regression estimator in stata

Stata Journal

Volumn 12, Issue 4, 2012, Pages 726-735

  Verardi, Vincenzo ^a,b   Debarsy, Nicolas ^a,c  

^a UNIVERSITY OF NAMUR   (Belgium)

^b UNIVERSITÉ LIBRE DE BRUXELLES   (Belgium)

^c UNIVERSITÉ D'ORLÉANS   (France)

Author keywords

Double residual estimator; Semipar; Semiparametric estimation; St0278

Indexed keywords

EID: 84872373986     PISSN: 1536867X     EISSN: None     Source Type: Journal    
DOI: 10.1177/1536867x1201200411     Document Type: Article

References (5)

1. Härdle, W., and E. Mammen. 1993. Comparing nonparametric versus parametric regression fits. Annals of Statistics 21: 1926-1947.
2. Lokshin, M. 2006. Difference-based semiparametric estimation of partial linear regression models. Stata Journal 6: 377-383.
3. Robinson, P. M. 1988. Root-n-consistent semiparametric regression. Econometrica 56: 931-954.
4. Wooldridge, J. M. 2002. Econometric Analysis of Cross Section and Panel Data. Cambridge, MA: MIT Press.
5. Yatchew, A. 1998. Nonparametric regression techniques in economics. Journal of Economic Literature 36: 669-721.