Partially Linear Models (Paperback)

Symbols and Notation.- Introduction : Background, History and Practical Examples.- The Least Squares Estimators.- Assumptions and Remarks.- The Scope of the Monograph.- The Structure of the Monograoh.- Estimation of the Parametric Component : Estimation with Heteroscedastic Errors.- Estimation with Censored Data.- Bootstrap Approximations.- Estimation of the Nonparametric Component : Introduction.- Consistency Results.- Asymptotic Normality.- Simulated and Real Examples.- Appendix.- Estimation with Measurement Errors : Linear Variables with Measurement Errors.- Nonlinear Variables with Measurement Errors.- Some Related Theoretic Topics : The Laws of the Iterated Logarithm.- The Berry-Esseen Bounds.- Asymptotically Efficient Estimation.- Bahadur Asymptotic Efficiency.- Second Order Asymptotic Efficiency.- Estimation of the Error Distribution.- Partially Linear Time Series Models : Introduction.- Adaptive Parametric and Nonparametric Tests.- Optimum Linear Subset Selection.- Optimum Bandwidth Selection.- Other Related Developments.- The Assumptions and the Proofs of Theorems.- Appendix: Basic Lemmas.