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A simple derivation of the efficiency bound for conditional moment restriction models - MaRDI portal

A simple derivation of the efficiency bound for conditional moment restriction models (Q1667997)

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scientific article; zbMATH DE number 6929977
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A simple derivation of the efficiency bound for conditional moment restriction models
scientific article; zbMATH DE number 6929977

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    A simple derivation of the efficiency bound for conditional moment restriction models (English)
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    31 August 2018
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    conditional moment restrictions
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    empirical likelihood
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    Fisher information
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    least favorable submodel
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