Recursive Differencing: Bias Reduction with Regular Kernels
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References listed on IDEAS
- Whitney K. Newey & Fushing Hsieh & James M. Robins, 2004. "Twicing Kernels and a Small Bias Property of Semiparametric Estimators," Econometrica, Econometric Society, vol. 72(3), pages 947-962, May.
- Pakes, Ariel & Pollard, David, 1989. "Simulation and the Asymptotics of Optimization Estimators," Econometrica, Econometric Society, vol. 57(5), pages 1027-1057, September.
- Klein, Roger & Shen, Chan, 2010. "Bias Corrections In Testing And Estimating Semiparametric, Single Index Models," Econometric Theory, Cambridge University Press, vol. 26(06), pages 1683-1718, December.
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KeywordsBias Reduction; Nonparametric Expectations; Semiparametric Models;
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
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