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Please use this identifier to cite or link to this item: https://gnanaganga.inflibnet.ac.in:8443/jspui/handle/123456789/14403
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dc.contributor.authorEric S. Lin-
dc.date.accessioned2024-03-01T08:06:20Z-
dc.date.available2024-03-01T08:06:20Z-
dc.date.issued2007-
dc.identifier.urihttp://gnanaganga.inflibnet.ac.in:8080/jspui/handle/123456789/14403-
dc.description.abstractIn 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.-
dc.publisherJournal of Quantitative Economics-
dc.subjectPartial linear model-
dc.subjectSemiparametric efficiency bound-
dc.subjectHeteroskedasticity-
dc.titleEfficient Estimation of a Partial Linear Model Under Heteroskedasticity with Unknown Form-
dc.volVol. 5-
dc.issuedNo. 2-
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