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Second Order Approximation in the Partially Linear Regression Model

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Abstract

We examine the second order properties of various quantities of interest in the partially linear regression model. We obtain a stochastic expansion with remainder o_{P}(n^{-2mu}), where mu

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  • Oliver Linton, 1993. "Second Order Approximation in the Partially Linear Regression Model," Cowles Foundation Discussion Papers 1065, Cowles Foundation for Research in Economics, Yale University.
    • Handle: RePEc:cwl:cwldpp:1065
    Note: CFP 915.
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