Document Type
Discussion Paper
Publication Date
11-1-1994
CFDP Number
1086
CFDP Pages
43
Abstract
We examine the higher order asymptotic properties of semiparametric regression estimators that were obtained by the general MINPIN method described in Andrews (1989). We derive an order n –1 stochastic expansion and give a theorem justifying order n – 1 distributional approximation of the Edgeworth type.
Recommended Citation
Linton, Oliver B., "Edgeworth Approximation for MINPIN Estimators in Semiparametric Regression Models" (1994). Cowles Foundation Discussion Papers. 1329.
https://elischolar.library.yale.edu/cowles-discussion-paper-series/1329