期刊
STATA JOURNAL
卷 12, 期 4, 页码 726-735出版社
SAGE PUBLICATIONS INC
DOI: 10.1177/1536867X1201200411
关键词
st0278; semipar; semiparametric estimation; double residual estimator
资金
- National Science Foundation of Belgium (FNRS)
In this article, we describe Robinson's (1988, Econometrica 56: 931-954) double residual semiparametric regression estimator and Hardle and Mammen's (1993, Annals of Statistics 21: 1926-1947) specification test implementation in Stata. We use some simple simulations to illustrate how this newly coded estimator outperforms the already available semiparametric plreg command (Lokshin, 2006, Stata Journal 6: 377-383).
作者
我是这篇论文的作者
点击您的名字以认领此论文并将其添加到您的个人资料中。
推荐
暂无数据