Edgeworth approximations for semiparametric instrumental variable estimators and test statis\-tics.

DOI10.1016/S0304-4076(01)00104-XzbMath1051.62017OpenAlexW3123691550MaRDI QIDQ1858919

Oliver B. Linton

Publication date: 17 February 2003

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4076(01)00104-x

zbMATH Keywords

kernel estimationbandwidth selectioninstrumental variablesEdgeworth approximationlocal polynomials

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

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