Asymptotic equivalence of estimators of average derivatives

被引：3

作者：

Li, W

机构：

[1] Fuqua School of Business, Duke University, Durham

来源：

ECONOMICS LETTERS | 1996年 / 52卷 / 03期

关键词：

average derivative estimators; semiparametric; asymptotic equivalence;

D O I：

10.1016/S0165-1765(96)00868-3

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

This paper establishes the asymptotic equivalence among four semiparametric sample analog estimators of average derivatives of a regression function and their corresponding slope or ratio-of-moments estimators.

引用

页码：241 / 245

页数：5