Asymptotic Efficiency of Semiparametric Two-step GMM

DOI10.1093/restud/rdu011zbMath1409.62246OpenAlexW2139345360MaRDI QIDQ4610671

Zhipeng Liao, Jinyong Hahn, Xiaohong Chen, Daniel A. Ackerberg

Publication date: 23 January 2019

Published in: The Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10419/111377

zbMATH Keywords

semiparametric efficiencytwo-step GMMoverlapping information sets

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric estimation (62G05)

Related Items (8)

Two-step semiparametric empirical likelihood inference ⋮ Efficient semiparametric copula estimation of regression models with endogeneity ⋮ Efficient estimation of a triangular system of equations for quantile regression ⋮ Using monotonicity restrictions to identify models with partially latent covariates ⋮ Debiased machine learning of set-identified linear models ⋮ Locally Robust Semiparametric Estimation ⋮ Two-step combined nonparametric likelihood estimation of misspecified semiparametric models ⋮ Penalized sieve GEL for weighted average derivatives of nonparametric quantile IV regressions

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