Density Weighted Linear Least Squares

Preprint

preprint

Published in RePEc

Abstract

We present asymptotic distribution theory for the inverse-density-weighted quasi-maximum likelihood estimator of semi-parametric index models proposed by Ruud. We also compare the performance of this estimator with the average derivative estimators proposed by Stoker. (This abstract was borrowed from another version of this item.)

Keywords

MODELS
SQUARES
PARAMETRIC
ASYMPTOTIC
DENSITY WEIGHTED
ITEM
QUASI
BORROWED
RUUD
STOKER

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Version 1, RePEc
Version 1, RePEc (Unconfirmed version)

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