Edgeworth Approximation for MINPIN Estimators in Semiparametric Regression Models
研究了半参数回归模型中MINPIN估计量的高阶渐近性质，推导了n^{-1}阶随机展开并证明了埃奇沃思型分布近似的定理，适用于需要精确推断的计量经济学研究。
We examine the higher order asymptotic properties of semiparametric regression estimators that were obtained by the general MINPIN method described in Andrews (1989, Semiparametric Econometric Models: I. Estimation, Discussion paper 908, Cowles Foundation). We derive an order n −1 stochastic expansion and give a theorem justifying order n −1 distributional approximation of the Edgeworth type.