Efficient estimation in models with independence restrictions

DOI10.1016/J.JECONOM.2016.07.007zbMATH Open1443.62077OpenAlexW3124833259MaRDI QIDQ341882FDOQ341882

Alexandre Poirier

Publication date: 17 November 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2016.07.007

zbMATH Keywords

estimationindependenceefficiency bounds

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Weak convergence and empirical processes. With applications to statistics
• Generalization of GMM to a continuum of moment conditions
• Empirical likelihood estimation and consistent tests with conditional moment restrictions
• Asymptotic efficiency in estimation with conditional moment restrictions
• Semiparametric efficiency bounds
• Root-N-Consistent Semiparametric Regression
• Identification and Estimation of Local Average Treatment Effects
• The Asymptotic Variance of Semiparametric Estimators
• Consistent Estimation of Models Defined by Conditional Moment Restrictions
• Information and asymptotic efficiency in parametric-nonparametric models
• On adaptive estimation
• Convergence rates and asymptotic normality for series estimators
• A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE
• Instrumental variable estimation of nonseparable models
• Identification in Nonparametric Simultaneous Equations Models
• Nonparametric Estimation of Nonadditive Random Functions
• Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models
• A simplified approach to computing efficiency bounds in semiparametric models
• Efficient Instrumental Variables Estimation of Nonlinear Models
• On the asymptotic normality of Fourier flexible form estimates
• Semiparametric inference in a partial linear model
• Minimum distance from independence estimation of nonseparable instrumental variables models
• Iterative estimation of solutions to noisy nonlinear operator equations in nonparametric instrumental regression
• Instrumental Variables Estimation With Flexible Distributions
• Estimation for the Box-Cox Transformation Model Without Assuming Parametric Error Distribution
• Efficient Semiparametric Estimation of Expectations
• Closest Empirical Distribution Estimation
• Weighted Minimum Mean-Square Distance from Independence Estimation
• Efficient Semiparametric Estimation via Moment Restrictions
• Semi‐parametric estimation of non‐separable models: a minimum distance from independence approach

Cited In (11)

• Restricted independence in displacement function for better estimation of cyclicity
• Estimating causal effects with hidden confounding using instrumental variables and environments
• Imposing inequality restrictions: Efficiency gains from economic theory
• Efficient Estimation in the Fine and Gray Model
• Nonparametric identification and estimation with discrete instruments and regressors
• Testing independence between exogenous variables and unobserved errors
• GMM quantile regression
• Imposing Independence Constraints in the CP Model
• Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
• Efficient specification tests for limited dependent variable models
• Efficient estimation for a subclass of shape invariant models

This page was built for publication: Efficient estimation in models with independence restrictions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q341882)