Semiparametric Estimation of Index Coefficients
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Publication:4733276
DOI10.2307/1913713zbMath0683.62070OpenAlexW2033148801MaRDI QIDQ4733276
James L. Powell, Thomas M. Stoker, James H. Stock
Publication date: 1989
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/3905aaab60d6c2166ed054873d0d932a92c6dc2e
asymptotic normalitykernel estimatorsasymptotic biasMonte Carlo simulationsemiparametric estimationhigher-order kernellimited dependent variablesindex restrictionslinear instrumental variables coefficientsconsistent estimators of the asymptotic variance-covariance matricesestimating coefficients of index modelsestimation of the density-weighted average derivative of a general regression functionproduct moment representationroot-\(N\)-consistentU-statistic theorems
Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05)
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