EFFICIENCY BOUNDS FOR SEMIPARAMETRIC ESTIMATION OF INVERSE CONDITIONAL-DENSITY-WEIGHTED FUNCTIONS
From MaRDI portal
Publication:3181951
DOI10.1017/S0266466609090732zbMath1278.62064OpenAlexW3122173881MaRDI QIDQ3181951
Publication date: 30 September 2009
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466609090732
Related Items
ROOT-N CONSISTENCY OF INTERCEPT ESTIMATORS IN A BINARY RESPONSE MODEL UNDER TAIL RESTRICTIONS ⋮ A Simple Estimator for Binary Choice Models with Endogenous Regressors ⋮ SEMIPARAMETRIC EFFICIENCY FOR CENSORED LINEAR REGRESSION MODELS WITH HETEROSKEDASTIC ERRORS ⋮ Empirical Likelihood for Efficient Semiparametric Average Treatment Effects
Cites Work
- Large Sample Properties of Generalized Method of Moments Estimators
- Identification and information in monotone binary models
- Endogenous selection or treatment model estimation
- Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables
- Asymptotic efficiency in estimation with conditional moment restrictions
- Semiparametric efficiency bounds
- Efficiency Bounds for Semiparametric Regression
- Semiparametric Latent Variable Model Estimation with Endogenous or Mismeasured Regressors
- Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
- Identification in Parametric Models
- A simplified approach to computing efficiency bounds in semiparametric models