The Asymptotic Variance of Semiparametric Estimators
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Publication:4319565
DOI10.2307/2951752zbMath0816.62034OpenAlexW1520595697WikidataQ64116510 ScholiaQ64116510MaRDI QIDQ4319565
Publication date: 11 January 1995
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2951752
consistencyasymptotic normalityasymptotic varianceadjustment factornonparametric regressionaverage derivativesconsumer surplusdensity estimatorsnuisance functionssemiparametric estimatorpolynomial estimatorsinvariance of the limiting distributioninverse density weighted least squarespanel probitquasi-maximum likelihood estimation of index modelsseries estimators of projections
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