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dc.contributor.authorCamlong-Viot, Christineen
dc.contributor.authorRodríguez-Póo, Juan M.en
dc.contributor.authorVieu, Philippeen
dc.date.accessioned2009-01-29T14:55:09Z-
dc.date.available2009-01-29T14:55:09Z-
dc.date.issued2003-
dc.identifier.piurn:nbn:de:kobv:11-10050528en
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
dc.language.isoengen
dc.publisher|aHumboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes |cBerlinen
dc.relation.ispartofseries|aSFB 373 Discussion Paper |x2003,38en
dc.subject.ddc330en
dc.subject.keywordAdditive Modelsen
dc.subject.keywordDimension reduction techniquesen
dc.subject.keywordsemiparametric modelsen
dc.subject.keywordstrong mixing conditionsen
dc.subject.keywordmarginal integrationen
dc.subject.stwNichtparametrisches Verfahrenen
dc.subject.stwSchätztheorieen
dc.subject.stwSchätztheorieen
dc.subject.stwLohnniveauen
dc.subject.stwSchätzungen
dc.subject.stwTheorieen
dc.subject.stwSpanienen
dc.subject.stwLohnkurveen
dc.titleNonparametric and Semiparametric Estimation of Additive Models with both Discrete and Continuous Variables under Dependence-
dc.typeWorking Paperen
dc.identifier.ppn379167611en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen
dc.identifier.repecRePEc:zbw:sfb373:200338en

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