Semiparametric Estimation of Index Coefficients
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Publication:4733276
DOI10.2307/1913713zbMath0683.62070MaRDI QIDQ4733276
James L. Powell, James H. Stock, Thomas M. Stoker
Publication date: 1989
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/3905aaab60d6c2166ed054873d0d932a92c6dc2e
asymptotic normality; kernel estimators; asymptotic bias; Monte Carlo simulation; semiparametric estimation; higher-order kernel; limited dependent variables; index restrictions; linear instrumental variables coefficients; consistent estimators of the asymptotic variance-covariance matrices; estimating coefficients of index models; estimation of the density-weighted average derivative of a general regression function; product moment representation; root-\(N\)-consistent; U-statistic theorems
62P20: Applications of statistics to economics
62E20: Asymptotic distribution theory in statistics
62G05: Nonparametric estimation
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