SEMIPARAMETRIC EFFICIENCY BOUNDS FOR CONDITIONAL MOMENT RESTRICTION MODELS WITH DIFFERENT CONDITIONING VARIABLES

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

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Nonparametric estimation (62G05)

Related Items

An equivalence result for moment equations when data are missing at random

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