An elementary estimator of the partial linear model

被引：164

作者：

Yatchew, A ^{[1
]}

机构：

[1] Univ Toronto, Dept Econ, Toronto, ON M5S 3G7, Canada

来源：

ECONOMICS LETTERS | 1997年 / 57卷 / 02期

关键词：

partial linear model; differencing; specification test; returns to scale in electricity distribution; hedonic prices of housing attributes;

D O I：

10.1016/S0165-1765(97)00218-8

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

Given y = z beta + f(x) + epsilon where dim(x)less than or equal to 3, we propose an elementary and asymptotically efficient estimator of beta. Data are reordered so that the x's are "close", then higher order differencing is applied to remove f(x). A simple specification test off is included. (C) 1997 Elsevier Science S.A.

引用

页码：135 / 143

页数：9

共 11 条

[1]

BUCKLEY MJ, 1988, BIOMETRIKA, V75, P189, DOI 10.1093/biomet/75.2.189

[2]

GASSER T, 1986, BIOMETRIKA, V73, P625

[3] ASYMPTOTICALLY OPTIMAL DIFFERENCE-BASED ESTIMATION OF VARIANCE IN NONPARAMETRIC REGRESSION [J].