Density Weighted Linear Least Squares
AbstractWe present asymptotic distribution theory for the inverse-density-weighted quasi-maximum likelihood estimator of semi-parametric index models proposed by Ruud. We also compare the performance of this estimator with the average derivative estimators proposed by Stoker.
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Bibliographic InfoPaper provided by University of California at Berkeley in its series Economics Working Papers with number 94-228.
Date of creation: 01 Aug 1994
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