{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,4,5]],"date-time":"2024-04-05T16:55:05Z","timestamp":1712336105602},"reference-count":0,"publisher":"Cambridge University Press (CUP)","issue":"5","license":[{"start":{"date-parts":[[2001,9,25]],"date-time":"2001-09-25T00:00:00Z","timestamp":1001376000000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[2001,10]]},"abstract":"<jats:p>We derive asymptotic expansions for semiparametric adaptive \nregression estimators. In particular, we derive the asymptotic \ndistribution of the second-order effect of an adaptive estimator \nin a linear regression whose error density is of unknown functional \nform. We then show how the choice of smoothing parameters \ninfluences the estimator through higher order terms. A method \nof bandwidth selection is defined by minimizing the second-order \nmean squared error. We examine both independent and time series \nregressors; we also extend our results to a <jats:italic>t<\/jats:italic>-statistic. \nMonte Carlo simulations confirm the second order theory and \nthe usefulness of the bandwidth selection method.<\/jats:p>","DOI":"10.1017\/s0266466601175067","type":"journal-article","created":{"date-parts":[[2002,7,27]],"date-time":"2002-07-27T13:16:52Z","timestamp":1027775812000},"page":"984-1024","source":"Crossref","is-referenced-by-count":7,"title":["SECOND-ORDER APPROXIMATION FOR ADAPTIVE REGRESSION ESTIMATORS"],"prefix":"10.1017","volume":"17","author":[{"given":"Oliver","family":"Linton","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Zhijie","family":"Xiao","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"56","published-online":{"date-parts":[[2001,9,25]]},"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466601175067","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,5,7]],"date-time":"2019-05-07T22:49:11Z","timestamp":1557269351000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466601175067\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2001,9,25]]},"references-count":0,"journal-issue":{"issue":"5","published-print":{"date-parts":[[2001,10]]}},"alternative-id":["S0266466601175067"],"URL":"https:\/\/doi.org\/10.1017\/s0266466601175067","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[2001,9,25]]}}}