Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/66254
Authors: 
Carroll, Raymond J.
Iturria, Stephen J.
Gutierrez, Roberto G.
Year of Publication: 
1997
Series/Report no.: 
Discussion Papers, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes 1997,14
Abstract: 
We use ideas from estimating function theory to derive new, simply computed consistent covariance matrix estimates in nonparametric regression and in a class of semiparametric problems. Unlike other estimates in the literature, ours do not require auxiliary or additional nonparametric regressions.
Subjects: 
Nonparametric regression
Estimating Equations
Kernel regression
Plug-in Semiparametrics
Smoothing
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

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