Efficiency Bounds for Semiparametric Regression (Q4008531)

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Efficiency Bounds for Semiparametric Regression
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    Efficiency Bounds for Semiparametric Regression (English)
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    27 September 1992
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    semiparametric regression
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    multinomial approximation
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    sample selection
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    random coefficients
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    efficiency bounds
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    conditional moment restrictions
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    conditional expectation
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    regression function
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    linear functionals
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    Fisher information matrix
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    conditional moments
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    multinomial distribution
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    variational characterization
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    random coefficients model
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    panel data
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    covariates
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    instrumental-variables estimator
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    finite-dimensional method- of-moments framework
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