A simple derivation of the efficiency bound for conditional moment restriction models
type: Item
instance of: scholarly article
title: A simple derivation of the efficiency bound for conditional moment restriction models
zbMATH Open document ID: 1398.62116
author: Naoya Sueishi
published in: Economics Letters
publication date: 2018-08-31T00:00:00Z
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62B10
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6929977
zbMATH Keywords: conditional moment restrictions
zbMATH Keywords: empirical likelihood
zbMATH Keywords: Fisher information
zbMATH Keywords: least favorable submodel
MaRDI profile type: Publication
full work available at URL: j.econlet.2015.11.028
OpenAlex ID: W2186533978
cites work: Empirical likelihood in some semiparametric models
cites work: Generalization of GMM to a continuum of moment conditions
cites work: Asymptotic efficiency in estimation with conditional moment restrictions
cites work: Nonparametric Confidence Limits by Resampling Methods and Least Favorable Families
cites work: Consistent Estimation of Models Defined by Conditional Moment Restrictions
cites work: Empirical likelihood estimation and consistent tests with conditional moment restrictions
cites work: Empirical Likelihood-Based Inference in Conditional Moment Restriction Models
cites work: Smooth minimum distance estimation and testing with conditional estimating equations: uniform in bandwidth theory
cites work: Efficient Instrumental Variables Estimation of Nonlinear Models
cites work: TESTING FOR NONNESTED CONDITIONAL MOMENT RESTRICTIONS VIA CONDITIONAL EMPIRICAL LIKELIHOOD
cites work: Empirical likelihood and general estimating equations
cites work: A simplified approach to computing efficiency bounds in semiparametric models
cites work: Profile likelihood and conditionally parametric models
cites work: Q3239659
cites work: Local Likelihood Estimation
cites work: Sieve Empirical Likelihood and Extensions of the Generalized Least Squares
DOI: 10.1016/J.ECONLET.2015.11.028
description: scientific article; zbMATH DE number 6929977