A limit theorem for a smooth class of semiparametric estimators

DOI10.1016/0304-4076(94)01605-YzbMath0814.62079OpenAlexW2014030530MaRDI QIDQ1343139

Ariel Pakes, Steven Olley

Publication date: 1 February 1995

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

Full work available at URL: https://doi.org/10.1016/0304-4076(94)01605-y

zbMATH Keywords

consistencyasymptotic normalitysimultaneitymoment conditionsestimating production functionsselection biasessemiparametric \(m\)-estimatorssimultaneity biases

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Asymptotic properties of nonparametric inference (62G20)

Related Items (9)

Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables ⋮ Consistent nonparametric hypothesis tests with an application to Slutsky symmetry ⋮ IDENTIFICATION AND THE INFLUENCE FUNCTION OF OLLEY AND PAKES’ (1996) PRODUCTION FUNCTION ESTIMATOR ⋮ High dimensional semiparametric moment restriction models ⋮ General \(M\)-estimator processes and their \(m\) out of \(n\) bootstrap with functional nuisance parameters ⋮ Testing additivity in generalized nonparametric regression models with estimated parameters ⋮ Characterization of the asymptotic distribution of semiparametric M-estimators ⋮ Semiparametric estimation of Markov decision processes with continuous state space ⋮ Semiparametric instrumental variables estimation

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