Efficiency of weighted average derivative estimators and index models
By: by Whitney K. Newey and Thomas M. Stoker
Contributors: Stoker, Thomas M.
Series: Economics working paper -- 92-8; Working paper / Department of Economics -- no. 92-8; Working paper (Massachusetts Institute of Technology. Dept. of Economics) -- no. 92-8.; Economics working paper -- 92-8.
Publisher: Massachusetts Institute of Technology
Published: 1992
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 39
Other titles: Efficiency of weighted average derivative estimators
Notes: "June 1988, revised April 1992."

Includes bibliographical references (p. 38-39).

Supported by the NSF and the Sloan Foundation.