Template-Type: ReDIF-Paper 1.0 Title: Second order effects in semiparametric weighted least squares regression Author-Name: Carroll,R. Author-Name: Haerdle,W. Author-WorkPlace-Name: Carroll:Texas Haerdle:University of Bonn Classification-JEL: 211 Keywords: Linear regression,Generalized least squares,Kernel re- gression bandwidth Series: Sonderforschungsbereich 303 Creation-Date: 1988-04 Handle: RePEc:bon:bonsfa:170