Semiparametric Estimation of Index Coefficients (Q4733276)
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scientific article; zbMATH DE number 4119465
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semiparametric Estimation of Index Coefficients |
scientific article; zbMATH DE number 4119465 |
Statements
Semiparametric Estimation of Index Coefficients (English)
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1989
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index restrictions
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semiparametric estimation
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limited dependent variables
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estimating coefficients of index models
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estimation of the density-weighted average derivative of a general regression function
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linear instrumental variables coefficients
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root-\(N\)-consistent
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product moment representation
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kernel estimators
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asymptotic normality
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U-statistic theorems
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asymptotic bias
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higher-order kernel
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consistent estimators of the asymptotic variance-covariance matrices
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Monte Carlo simulation
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