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

binary choice modelscensored modelsdistribution functionsefficiency boundslinear modelsmicroeconometric modelsnonparametric regressionpartially linear modelsstratified sampling

Mathematics Subject Classification ID

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

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• Asymptotically Efficient Estimation of Models Defined by Convex Moment Inequalities
• Efficient estimation of average derivatives in NPIV models: simulation comparisons of neural network estimators
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