论文信息 - Asymptotic theory for partly linear models

Asymptotic theory for partly linear models

This paper considers a partially linear model of the form y = x beta + g(t) + e, where beta is an unknown parameter vector, g(.) is an unknown function, and e is an error term. Based on a nonparametric estimate of g(.), the parameter beta is estimated by a semiparametric weighted least squares estimator. An asymptotic theory is established for the consistency of the estimators.

Jiti Gao | Jiti Gao

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