Root-n-consistent semiparametric estimation of partially linear models based on k-nn method
Authors:
Zhenjuan Liu a;
Xuewen Lu b;
Zhenjuan Liu a;
Xuewen Lu b
| Affiliations: | a Department of Economics, University of Guelph, Canada |
| b Department of Math. & Stat., University of Guelph, Canada |
DOI:
10.1080/07474939708800396
Publication Frequency:
6 issues per year
Formats available:
PDF
(English)
View Article:
View Article (PDF)
Abstract
In the context of the partially linear semiparametric model examined by Robinson (1988), we show that root-n-consisten estimation results established using kernel and series methods can also be obtained by using k-nearest-neighbor (k-nn) method.
|
| Keywords: Semiparametric regression; nearest neighbor nonparametric regression; partially linear model |
| view references (18) : view citations |

Download Citation
CiteULike
Del.icio.us
BibSonomy
Connotea