SEMIPARAMETRIC EFFICIENCY BOUNDS FOR CONDITIONAL MOMENT RESTRICTION MODELS WITH DIFFERENT CONDITIONING VARIABLES
From MaRDI portal
Publication:2826007
DOI10.1017/S0266466615000080zbMath1441.62743arXiv1111.6428MaRDI QIDQ2826007
Valentin Patilea, Marian Hristache
Publication date: 14 October 2016
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1111.6428
Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Nonparametric estimation (62G05)
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Large Sample Properties of Generalized Method of Moments Estimators
- The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions
- Estimating linear functionals in nonlinear regression with responses missing at random
- Seemingly unrelated nonlinear regressions
- Improved instrumental variables and generalized method of moments estimators
- Efficient estimation of panel data models with sequential moment restrictions
- Asymptotic efficiency in estimation with conditional moment restrictions
- Unified methods for censored longitudinal data and causality
- Efficient parameter estimation in regression with missing responses
- Smooth minimum distance estimation and testing with conditional estimating equations: uniform in bandwidth theory
- Semiparametric theory and missing data.
- Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals
- Multiple imputation in quantile regression
- Efficiency Bounds for Missing Data Models With Semiparametric Restrictions
- Efficient restricted estimators for conditional mean models with missing data
- Semiparametric efficiency bounds
- Efficiency Bounds for Semiparametric Regression
- Asymptotic Statistics
- CONDITIONAL MOMENT RESTRICTIONS IN CENSORED AND TRUNCATED REGRESSION MODELS
- GMM with Many Moment Conditions
- EFFICIENT SEMIPARAMETRIC SEEMINGLY UNRELATED QUANTILE REGRESSION ESTIMATION
- Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
- Efficient Semiparametric Estimation via Moment Restrictions