The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions
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Cites work
- scientific article; zbMATH DE number 3124347 (Why is no real title available?)
- scientific article; zbMATH DE number 490141 (Why is no real title available?)
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- Efficiency Bounds for Semiparametric Regression
- Efficiency of Weighted Average Derivative Estimators and Index Models
- Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
- Efficient Semiparametric Estimation of Expectations
- Efficient Semiparametric Estimation via Moment Restrictions
- Efficient estimation of panel data models with sequential moment restrictions
- Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals
- Empirical Likelihood-Based Inference in Conditional Moment Restriction Models
- Empirical likelihood estimation and consistent tests with conditional moment restrictions
- Empirical likelihood estimation of conditional moment restriction models with unknown functions
- Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables
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- Information and asymptotic efficiency in parametric-nonparametric models
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- Seminonparametric Estimation of Conditionally Constrained Heterogeneous Processes: Asset Pricing Applications
- Semiparametric efficiency bounds
- Smoothness adaptive average derivative estimation
- Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution
Cited in
(24)- Asymptotic efficiency of semiparametric two-step GMM
- An equivalence result for moment equations when data are missing at random
- Difference-in-differences with multiple time periods
- Three-stage semi-parametric inference: control variables and differentiability
- Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
- Efficiency Bounds Implied by Multiperiod Conditional Moment Restrictions
- Semiparametric efficiency bounds for conditional moment restriction models with different conditioning variables
- Let's get LADE: robust estimation of semiparametric multiplicative volatility models
- Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals
- EFFICIENCY BOUNDS FOR SEMIPARAMETRIC ESTIMATION OF INVERSE CONDITIONAL-DENSITY-WEIGHTED FUNCTIONS
- Nonparametric instrumental variables and regular estimation
- scientific article; zbMATH DE number 7306868 (Why is no real title available?)
- Efficiency bounds for semiparametric models with singular score functions
- Assumption-lean falsification tests of rate double-robustness of double-machine-learning estimators
- On efficiency gains from multiple incomplete subsamples
- Orthogonal statistical learning
- Efficiency bounds for estimating linear functionals of nonparametric regression models with endogenous regressors
- Penalized sieve GEL for weighted average derivatives of nonparametric quantile IV regressions
- Doubly robust difference-in-differences estimators
- Adaptive estimation of functionals in nonparametric instrumental regression
- Neighborhood-based cross fitting approach to treatment effects with high-dimensional data
- Efficiency Bounds for Semiparametric Regression
- Efficient estimation of average derivatives in NPIV models: simulation comparisons of neural network estimators
- Efficient estimation and computation of parameters and nonparametric functions in generalized semi/non-parametric regression models
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