Efficient Semiparametric Estimation of Expectations

From MaRDI portal
Publication:4530913

DOI10.2307/2998566zbMath1008.62571OpenAlexW1993096329MaRDI QIDQ4530913

Whitney K. Newey, Bryan W. Brown

Publication date: 28 May 2002

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2998566



Related Items

Breakdown point theory for implied probability bootstrap, Efficient estimation in models with independence restrictions, Saddlepoint tests for accurate and robust inference on overdispersed count data, Shrinkage of Variance for Minimum Distance Based Tests, GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference, ON EFFICIENCY GAINS FROM MULTIPLE INCOMPLETE SUBSAMPLES, Testing conditional moment restrictions, Minimum Divergence, Generalized Empirical Likelihoods, and Higher Order Expansions, GEL statistics under weak identification, The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions, Efficiency bounds for estimating linear functionals of nonparametric regression models with endogenous regressors, Assessing misspecified asset pricing models with empirical likelihood estimators, Semi-parametric estimation of American option prices, A simplified approach to computing efficiency bounds in semiparametric models, Efficient estimation and computation of parameters and nonparametric functions in generalized semi/non-parametric regression models, Neglected heterogeneity in moment condition models, Efficient estimation in dynamic conditional quantile models, Estimating features of a distribution from binomial data, A new class of asymptotically efficient estimators for moment condition models, Editors' introduction, GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION, MOMENT-BASED INFERENCE WITH STRATIFIED DATA, GEL CRITERIA FOR MOMENT CONDITION MODELS, Improved density and distribution function estimation, Using Implied Probabilities to Improve the Estimation of Unconditional Moment Restrictions for Weakly Dependent Data, RELATIVE ERROR ACCURATE STATISTIC BASED ON NONPARAMETRIC LIKELIHOOD