A MODIFIED AVERAGE DERIVATIVES ESTIMATOR
将平均导数估计量扩展到函数相关回归变量的情形，证明了估计量的一致性和渐近正态性，并给出了协方差矩阵的一致估计。
We extend the average derivatives estimator to the case of functionally dependent regressors. We show that the proposed estimator is consistent and has a limiting normal distribution. A consistent covariance matrix estimator for the proposed estimator is provided.