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Second Order Approximation in the Partially Linear Regression Model

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  • Linton, Oliver

Abstract

The author examines the second order properties of various quantities of interest in the partially linear regression model: a stochastic expansion with remainder of order n[superscript -2 mu] in distribution, where mu Copyright 1995 by The Econometric Society.

Suggested Citation

  • Linton, Oliver, 1995. "Second Order Approximation in the Partially Linear Regression Model," Econometrica, Econometric Society, vol. 63(5), pages 1079-1112, September.
    • Handle: RePEc:ecm:emetrp:v:63:y:1995:i:5:p:1079-1112
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