Efficiency bounds for some semiparametric selection models

DOI10.1016/0304-4076(93)90117-NzbMath0775.62341OpenAlexW1984284008MaRDI QIDQ1260686

Whitney K. Newey, James L. Powell

Publication date: 25 August 1993

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

Full work available at URL: https://doi.org/10.1016/0304-4076(93)90117-n

Mathematics Subject Classification ID

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

Related Items

Two-step series estimation of sample selection models ⋮ EFFICIENT SEMIPARAMETRIC ESTIMATION OF A PARTIALLY LINEAR QUANTILE REGRESSION MODEL

Cites Work

• Asymptotic efficiency in semi-parametric models with censoring
• Asymptotic efficiency in estimation with conditional moment restrictions
• Semiparametric efficiency bounds
• Efficiency Bounds for Semiparametric Regression