Efficiency bounds for semiparametric models with singular score functions

DOI10.1080/07474938.2019.1701809zbMath1490.62089OpenAlexW2252571361WikidataQ126445043 ScholiaQ126445043MaRDI QIDQ5860999

Prosper Dovonon, Yves F. Atchadé

Publication date: 4 March 2022

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://spectrum.library.concordia.ca/980803/7/EfficiencyGMM.pdf

zbMATH Keywords

semiparametric modelsefficient estimationmoment condition modelsunder-identificationsingular score

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Nonparametric estimation (62G05)

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