On bandwidth selection in partial linear regression models under dependence
We obtain the expression of an asymptotically optimal bandwidth for a semiparametric least-squares estimator of [beta] in the model y=xT[beta]+m(t)+[var epsilon], where x is random, t is fixed, m is unknown and [var epsilon] is strong mixing. The selection method is based on second-order approximations for the variance and bias. Asymptotic normality is also established.
If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Volume (Year): 57 (2002)
Issue (Month): 4 (May)
Pages: 393-401
| Handle: | RePEc:eee:stapro:v:57:y:2002:i:4:p:393-401 |
| Contact details of provider: | Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
|
| Order Information: | Postal: http://www.elsevier.com/wps/find/supportfaq.cws_home/regional Web: https://shop.elsevier.com/order?id=505573&ref=505573_01_ooc_1&version=01 |
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Robinson, Peter M, 1988. "Root- N-Consistent Semiparametric Regression," Econometrica, Econometric Society, vol. 56(4), pages 931-954, July.
- Roussas, George G. & Tran, Lanh T. & Ioannides, D. A., 1992. "Fixed design regression for time series: Asymptotic normality," Journal of Multivariate Analysis, Elsevier, vol. 40(2), pages 262-291, February.
- Linton, Oliver, 1995.
"Second Order Approximation in the Partially Linear Regression Model,"
Econometrica,
Econometric Society, vol. 63(5), pages 1079-1112, September.
- Oliver Linton, 1993. "Second Order Approximation in the Partially Linear Regression Model," Cowles Foundation Discussion Papers 1065, Cowles Foundation for Research in Economics, Yale University.
- Bradley, Richard C., 1981. "Central limit theorems under weak dependence," Journal of Multivariate Analysis, Elsevier, vol. 11(1), pages 1-16, March. Full references (including those not matched with items on IDEAS)
This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.
When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:57:y:2002:i:4:p:393-401. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu)
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.