{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,9,23]],"date-time":"2026-09-23T20:45:15Z","timestamp":1790196315478,"version":"4.1.0"},"reference-count":0,"publisher":"Cambridge University Press (CUP)","issue":"3","license":[{"start":{"date-parts":[[2002,5,15]],"date-time":"2002-05-15T00:00:00Z","timestamp":1021420800000},"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":[[2002,6]]},"abstract":"<jats:p>In this paper we consider the problem of estimating a \nsemiparametric partially linear model for dependent data with \ngenerated regressors. This type of model comes naturally from \nvarious econometric models such as a semiparametric rational \nexpectation model when the surprise term enters the model \nnonparametrically, or a semiparametric type-3 Tobit model when \nthe error distributions are of unknown forms, or a semiparametric \nerror correction model. Using the nonparametric kernel method and \nunder primitive conditions, we show that the [square root]n-consistent \nestimation results of the finite-dimensional parameter in a partially \nlinear model can be generalized to the case of generated regressors \nwith weakly dependent data. The regularity conditions we use \nare quite weak, and they are similar to those used in Robinson \n(1988, <jats:italic>Econometrica<\/jats:italic> 56, 931\u2013954) for independent \nand observed data.<\/jats:p>","DOI":"10.1017\/s0266466602183034","type":"journal-article","created":{"date-parts":[[2002,12,11]],"date-time":"2002-12-11T22:13:26Z","timestamp":1039644806000},"page":"625-645","source":"Crossref","is-referenced-by-count":61,"title":["SEMIPARAMETRIC ESTIMATION OF PARTIALLY LINEAR MODELS FOR \nDEPENDENT DATA WITH GENERATED REGRESSORS"],"prefix":"10.1017","volume":"18","author":[{"given":"Qi","family":"Li","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Jeffrey M.","family":"Wooldridge","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"56","published-online":{"date-parts":[[2002,5,15]]},"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466602183034","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,4,4]],"date-time":"2019-04-04T19:50:50Z","timestamp":1554407450000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466602183034\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2002,5,15]]},"references-count":0,"journal-issue":{"issue":"3","published-print":{"date-parts":[[2002,6]]}},"alternative-id":["S0266466602183034"],"URL":"https:\/\/doi.org\/10.1017\/s0266466602183034","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[2002,5,15]]}}}