A semiparametric efficiency bound of a disequilibrium model without observed regime

DOI10.1016/0304-4076(94)90020-5zbMath0810.62100OpenAlexW2075222173MaRDI QIDQ1329128

Chunrong Ai

Publication date: 6 April 1995

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

Full work available at URL: https://doi.org/10.1016/0304-4076(94)90020-5

zbMATH Keywords

semiparametric efficiency bounddisequilibrium model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric inference (62G99)

Related Items (1)

Estimating partially linear panel data models with one-way error components

Cites Work

• Information and asymptotic efficiency in parametric-nonparametric models
• Asymptotic efficiency in semi-parametric models with censoring
• Efficiency Bounds for Distribution-Free Estimators of the Binary Choice and the Censored Regression Models

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