The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions
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Publication:528058
DOI10.1016/j.jeconom.2012.05.015zbMath1443.62418OpenAlexW2152001792MaRDI QIDQ528058
Publication date: 12 May 2017
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10419/64640
minimum distanceweighted average derivativesnonparametric IV regressionoptimally weighted orthogonalized sievepartially linear quantile IVsemiparametric efficiency boundssequential moment models
Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Nonparametric estimation (62G05)
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