Efficiency Bounds for Semiparametric Regression

conditional expectation semiparametric regression sample selection random coefficients conditional moments panel data variational characterization covariates linear functionals Fisher information matrix multinomial distribution regression function conditional moment restrictions efficiency bounds multinomial approximation random coefficients model instrumental-variables estimator finite-dimensional method- of-moments framework

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Density estimation (62G07) Linear inference, regression (62J99)

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