Calculating the (local) semiparametric efficiency bounds for the generated regressors problem

DOI10.1016/0304-4076(93)90126-PzbMath0765.62100OpenAlexW2004614296MaRDI QIDQ1209893

Paul Rilstone

Publication date: 16 May 1993

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(93)90126-p

zbMATH Keywords

semiparametric efficiency boundsnormally distributed disturbancesgenerated regressors model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Density estimation (62G07)

Related Items (4)

Computing semiparametric efficiency bounds in discrete choice models with strategic-interactions and rational expectations ⋮ Pairwise-difference estimation of incomplete information games ⋮ A test of normality using nonparametrlic residuals ⋮ Computing semiparametric efficiency bounds in linear models with nonparametric regressors

Cites Work

• Unnamed Item
• Unnamed Item
• Contributions to a general asymptotic statistical theory. With the assistance of W. Wefelmeyer
• Adapting for heteroscedasticity in linear models
• Efficient estimation of limited dependent variable models with endogenous explanatory variables
• On adaptive estimation
• Asymptotic efficiency in estimation with conditional moment restrictions
• Econometric Issues in the Analysis of Regressions with Generated Regressors
• Semiparametric efficiency bounds
• Root-N-Consistent Semiparametric Regression
• Efficiency Bounds for Semiparametric Regression

This page was built for publication: Calculating the (local) semiparametric efficiency bounds for the generated regressors problem