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

DOI10.1016/j.econlet.2015.11.028zbMath1398.62116OpenAlexW2186533978MaRDI QIDQ1667997

Naoya Sueishi

Publication date: 31 August 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2015.11.028

zbMATH Keywords

Fisher informationempirical likelihoodconditional moment restrictionsleast favorable submodel

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Statistical aspects of information-theoretic topics (62B10)

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• A simplified approach to computing efficiency bounds in semiparametric models

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