Title

Edgeworth Approximation for MINPIN Estimators in Semiparametric Regression Models

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.

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