A Mirror Image Invariance for M-Estimators

DOI10.2307/2951704MaRDI QIDQ4833995zbMATH OpenOpenAlexFDO

Authors Andrew Chesher

Publication date 14 September 1995

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2951704

zbMATH Keywords

\(M\)-estimatorschoice of covariate distributionsmarginal sampling distributionsmirror image invariancesymmetric conditional distribution

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10)

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(6)

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• Estimation of a censored regression panel data model using conditional moment restrictions efficiently
• Approximate bias correction in econometrics
• An identity for reflexive g-inverses in the context with BLU estimators
• A note on variance estimation for the Oaxaca estimator of average treatment effects
• Higher order properties of the wild bootstrap under misspecification

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