Efficient estimation in models with independence restrictions

DOI10.1016/j.jeconom.2016.07.007zbMath1443.62077OpenAlexW3124833259MaRDI QIDQ341882

Alexandre Poirier

Publication date: 17 November 2016

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2016.07.007

zbMATH Keywords

independenceestimationefficiency bounds

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05)

Related Items (4)

GMM quantile regression ⋮ Nonparametric identification and estimation with discrete instruments and regressors ⋮ Estimating causal effects with hidden confounding using instrumental variables and environments ⋮ Testing independence between exogenous variables and unobserved errors

Cites Work

• Unnamed Item
• Unnamed Item
• Instrumental variable estimation of nonseparable models
• Information and asymptotic efficiency in parametric-nonparametric models
• On adaptive estimation
• On the asymptotic normality of Fourier flexible form estimates
• Semiparametric inference in a partial linear model
• Convergence rates and asymptotic normality for series estimators
• Empirical likelihood estimation and consistent tests with conditional moment restrictions
• Asymptotic efficiency in estimation with conditional moment restrictions
• Weak convergence and empirical processes. With applications to statistics
• Minimum distance from independence estimation of nonseparable instrumental variables models
• Iterative estimation of solutions to noisy nonlinear operator equations in nonparametric instrumental regression
• GENERALIZATION OF GMM TO A CONTINUUM OF MOMENT CONDITIONS
• Instrumental Variables Estimation With Flexible Distributions
• Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models
• Efficient Instrumental Variables Estimation of Nonlinear Models
• Semiparametric efficiency bounds
• Identification in Nonparametric Simultaneous Equations Models
• A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE
• Root-N-Consistent Semiparametric Regression
• Identification and Estimation of Local Average Treatment Effects
• The Asymptotic Variance of Semiparametric Estimators
• Estimation for the Box-Cox Transformation Model Without Assuming Parametric Error Distribution
• Efficient Semiparametric Estimation of Expectations
• Closest Empirical Distribution Estimation
• Nonparametric Estimation of Nonadditive Random Functions
• Weighted Minimum Mean-Square Distance from Independence Estimation
• Consistent Estimation of Models Defined by Conditional Moment Restrictions
• Efficient Semiparametric Estimation via Moment Restrictions
• A simplified approach to computing efficiency bounds in semiparametric models
• Semi‐parametric estimation of non‐separable models: a minimum distance from independence approach

This page was built for publication: Efficient estimation in models with independence restrictions