Root-N-Consistent Semiparametric Regression (Q3792119)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Root-N-Consistent Semiparametric Regression |
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Root-N-Consistent Semiparametric Regression (English)
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1988
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kernel nonparametric estimators
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root N-consistent estimation
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central limit theorem
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SUR model
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heteroskedasticity
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seemingly unrelated regressions
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semiparametric regression
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unknown slope coefficient vector
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least squares estimator
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nonparametric regression estimators
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asymptotic first-order efficiency
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identification
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Monte Carlo study of finite- sample performance
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multiple regression
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econometric models
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simultaneous equations
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distributed lags
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sample selectivity models
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