Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing Articles uri icon

publication date

  • January 2014

start page

  • 426

end page

  • 443


  • 3


  • 178

International Standard Serial Number (ISSN)

  • 0304-4076

Electronic International Standard Serial Number (EISSN)

  • 1872-6895


  • A new uniform expansion is introduced for sums of weighted kernel-based regression residuals from nonparametric or semiparametric models. This expansion is useful for deriving asymptotic properties of semiparametric estimators and test statistics with data-dependent bandwidths, random trimming, and estimated efficiency weights. Provided examples include a new estimator for a binary choice model with selection and an associated directional test for specification of this model"s average structural function. An appendix contains new results on uniform rates for kernel estimators and primitive sufficient conditions for high level assumptions commonly used in semiparametric estimation.


  • Economics


  • semiparametric regression; semiparametric residuals; nonparametric residuals; uniform-in-bandwidth; sample selection models; empirical process theory; limited dependent variables