Florens, Jean-Pierre; Ivaldi, Marc; Larribeau, Sophie - In: Econometric Theory 12 (1996) 05, pp. 753-772
This paper focuses on the estimation of an approximated function and its derivatives. Let us assume that the data-generating process can be described by a family of regression models null, where a is a multi-index of differentiation such that D<sub>α</sub>null(x<sub>i</sub>) is the αth derivative of null(<italic>x</italic>) with...
