Semiparametric Efficiency Bounds for Microeconometric Models: A Survey

DOI10.1561/0800000019MaRDI QIDQ5402709zbMATH OpenOpenAlexFDO

Authors Thomas Severini, Gautam Tripathi

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

nonparametric regressionlinear modelspartially linear modelsstratified samplingefficiency boundsdistribution functionsbinary choice modelscensored modelsmicroeconometric models

Mathematics Subject Classification ID

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

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(7)

• Asymptotically Efficient Estimation of Models Defined by Convex Moment Inequalities
• Semiparametric efficiency bounds
• 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
• Computing semiparametric efficiency bounds in discrete choice models with strategic-interactions and rational expectations
• Tuning-parameter-free propensity score matching approach for causal inference under shape restriction

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