Semiparametric Efficiency Bounds for Microeconometric Models: A Survey

DOI10.1561/0800000019zbMath1306.62537OpenAlexW2072270373MaRDI QIDQ5402709

Gautam Tripathi, Thomas A. Severini

Publication date: 17 March 2014

Published in: Foundations and Trends® in Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1561/0800000019

zbMATH Keywords

linear modelsnonparametric regressiondistribution functionsstratified samplingpartially linear modelsefficiency boundsbinary choice modelscensored modelsmicroeconometric models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Sampling theory, sample surveys (62D05) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

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Efficient estimation of average derivatives in NPIV models: simulation comparisons of neural network estimators ⋮ SEMIPARAMETRIC EFFICIENCY FOR CENSORED LINEAR REGRESSION MODELS WITH HETEROSKEDASTIC ERRORS ⋮ Semiparametric efficiency for partially linear single-index regression models

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