Calculating the (local) semiparametric efficiency bounds for the generated regressors problem
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Publication:1209893
DOI10.1016/0304-4076(93)90126-PzbMATH Open0765.62100OpenAlexW2004614296MaRDI QIDQ1209893FDOQ1209893
Authors: Paul Rilstone 
Publication date: 16 May 1993
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(93)90126-p
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Cites Work
- Adapting for heteroscedasticity in linear models
- Asymptotic efficiency in estimation with conditional moment restrictions
- Econometric Issues in the Analysis of Regressions with Generated Regressors
- Semiparametric efficiency bounds
- Root-N-Consistent Semiparametric Regression
- Efficiency Bounds for Semiparametric Regression
- Contributions to a general asymptotic statistical theory. With the assistance of W. Wefelmeyer
- Title not available (Why is that?)
- On adaptive estimation
- Title not available (Why is that?)
- Efficient estimation of limited dependent variable models with endogenous explanatory variables
Cited In (5)
- Asymptotically Efficient Estimation of Models Defined by Convex Moment Inequalities
- Computing semiparametric efficiency bounds in linear models with nonparametric regressors
- Computing semiparametric efficiency bounds in discrete choice models with strategic-interactions and rational expectations
- A test of normality using nonparametrlic residuals
- Pairwise-difference estimation of incomplete information games
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