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.
Linton, Oliver B., "Edgeworth Approximation for MINPIN Estimators in Semiparametric Regression Models" (1994). Cowles Foundation Discussion Papers. 1329.