The influence function of semiparametric two-step estimators with estimated control variables

DOI10.1016/j.econlet.2023.111277OpenAlexW3174487097MaRDI QIDQ6093805

Jinyong Hahn, Zhipeng Liao, Ruoyao Shi, Geert Ridder

Publication date: 12 September 2023

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2023.111277

zbMATH Keywords

influence functionindex restrictioncontrol variable approachsemiparametric two-step estimation

Mathematics Subject Classification ID

Statistics (62-XX) Optimality conditions for problems involving partial differential equations (49K20)

Cites Work

• Limited information estimators and exogeneity tests for simultaneous probit models
• Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity
• The Asymptotic Variance of Semiparametric Estimators
• Endogeneity in Semiparametric Binary Response Models
• Identification and Estimation of a Partially Linear Regression Model Using Network Data

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