Asymptotic Variance of Semiparametric Estimators With Generated Regressors

DOI10.3982/ECTA9609zbMath1274.62338OpenAlexW2152137433MaRDI QIDQ2857047

Jinyong Hahn, Geert Ridder

Publication date: 31 October 2013

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3982/ecta9609

zbMATH Keywords

asymptotic variancesemiparametric estimationgenerated regressors

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

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