Semiparametric Approximation Methods in Multivariate Model Selection
β Scribed by Jiti Gao; Rodney Wolff; Vo Anh
- Publisher
- Elsevier Science
- Year
- 2001
- Tongue
- English
- Weight
- 210 KB
- Volume
- 17
- Category
- Article
- ISSN
- 0885-064X
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π SIMILAR VOLUMES
Accuracy of the normal approximation for Speckman's kernel smoothing estimator of the parametric component ; in the semiparametric regression model y=x { ;+ g(t)+e is studied when the bandwidth used in the estimator is selected by a general data-based method which includes such commonly used bandwid
## Abstract This paper applies both parametric and semiparametric methods to the estimation of wage and participation equations for married women in Portugal. The semiparametric estimators considered are the twoβstage estimators proposed by Newey (1991) and Andrews and Schafgans (1998). The selecti