Root-n-consistent semiparametric estimation of partially linear models based on k-nn method

In the context of the partially linear semiparametric model examined by Robinson (1988), we show that root-n-consisten estimation results established using kernel and series methods can also be obtained by using k-nearest-neighbor (k-nn) method.

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Bibliographic Details
Published in:Econometric reviews 1997, Vol.16 (4), p.411-420
Main Authors: Liu, Zhenjuan, Xuewen Lu
Format: Article
Language:English
Subjects:
Econometrics
Linear models
nearest neighbor nonparametric regression
partially linear model
Semiparametric regression
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Summary:In the context of the partially linear semiparametric model examined by Robinson (1988), we show that root-n-consisten estimation results established using kernel and series methods can also be obtained by using k-nearest-neighbor (k-nn) method.
ISSN:0747-4938
1532-4168
DOI:10.1080/07474939708800396