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https://gnanaganga.inflibnet.ac.in:8443/jspui/handle/123456789/14403| Title: | Efficient Estimation of a Partial Linear Model Under Heteroskedasticity with Unknown Form |
| Authors: | Eric S. Lin |
| Keywords: | Partial linear model Semiparametric efficiency bound Heteroskedasticity |
| Issue Date: | 2007 |
| Publisher: | Journal of Quantitative Economics |
| Abstract: | In this paper we consider the series estimator for the partial linear regression model proposed in Li (2000) to allow for heteroskedastictiy with unknown form. We propose an alternative estimator and prove that it achieves Chamberlain's (1992) semi-parametric efficiency bound. |
| URI: | http://gnanaganga.inflibnet.ac.in:8080/jspui/handle/123456789/14403 |
| Appears in Collections: | Articles to be qced |
Files in This Item:
| File | Size | Format | |
|---|---|---|---|
| Efficient Estimation of a Partial Linear Model.pdf | 6.01 MB | Adobe PDF | View/Open |
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