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dc.contributor.authorCamlong-Viot, Christineen_US
dc.contributor.authorRodríguez-Póo, Juan M.en_US
dc.contributor.authorVieu, Philippeen_US
dc.date.accessioned2009-01-29T14:55:09Z-
dc.date.available2009-01-29T14:55:09Z-
dc.date.issued2003en_US
dc.identifier.piurn:nbn:de:kobv:11-10050528-
dc.identifier.urihttp://hdl.handle.net/10419/22253-
dc.description.abstractThis paper is concerned with the estimation and inference of nonparametric and semiparametric additive models in the presence of discrete variables and dependent observations. Among the different estimation procedures, the method introduced by Linton and Nielsen, based in marginal integration, has became quite popular because both its computational simplicity and the fact that it allows an asymptotic distribution theory. Here, an asymptotic treatment of the marginal integration estimator under different mixtures of continuous-discrete variables is offered, and furthermore, in the semiparametric partially additive setting, an estimator for the parametric part that is consistent and asymptotically efficient is proposed. The estimator is based in minimizing the L2 distance between the additive nonparametric component and its correspondent linear direction. Finally, we present an application to show the feasibility of all methods introduced in the paper.en_US
dc.language.isoengen_US
dc.publisheren_US
dc.relation.ispartofseriesDiscussion papers of interdisciplinary research project 373 2003,38en_US
dc.subject.ddc330en_US
dc.subject.keywordAdditive Modelsen_US
dc.subject.keywordDimension reduction techniquesen_US
dc.subject.keywordsemiparametric modelsen_US
dc.subject.keywordstrong mixing conditionsen_US
dc.subject.keywordmarginal integrationen_US
dc.subject.stwNichtparametrisches Verfahrenen_US
dc.subject.stwSchätztheorieen_US
dc.subject.stwSchätztheorieen_US
dc.subject.stwLohnniveauen_US
dc.subject.stwSchätzungen_US
dc.subject.stwTheorieen_US
dc.subject.stwSpanienen_US
dc.subject.stwLohnkurveen_US
dc.titleNonparametric and Semiparametric Estimation of Additive Models with both Discrete and Continuous Variables under Dependenceen_US
dc.typeWorking Paperen_US
dc.identifier.ppn379167611en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungen-
dc.identifier.repecRePEc:zbw:sfb373:200338-
Appears in Collections:Discussion Papers, SFB 373, HU Berlin

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