Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/79366
Authors: 
Chen, Xiaonhong
Linton, Oliver Bruce
Keilegom, Ingrid Van
Year of Publication: 
2002
Series/Report no.: 
cemmap working paper, Centre for Microdata Methods and Practice CWP02/02
Abstract: 
We provide easy to verify suffcient conditions for the consistency and asymptotic normality of a class of semiparametric optimization estimators where the criterion function does not obey standard smoothness conditions and simultaneously depends on some preliminary nonparametric estimators. Our results extend existing theories like those of Pakes and Pollard (1989), Andrews (1994a), and Newey (1994). We apply our results to two examples: a 'hit rate' and a partially linear median regression with some endogenous regressors.
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

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