Asymptotic efficiency in estimation with conditional moment restrictions

DOI10.1016/0304-4076(87)90015-7zbMath0618.62040OpenAlexW1981809679MaRDI QIDQ1822424

Gary Chamberlain

Publication date: 1987

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(87)90015-7

zbMATH Keywords

information matrixconditional expectationconditional momentslower boundpartial ordermultinomial distributionestimating functionfinite supportbounds on asymptotic efficiencynon-negative definitenessvariance- covariance matrices

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

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