The influence function of semiparametric two-step estimators with estimated control variables

DOI10.1016/J.ECONLET.2023.111277MaRDI QIDQ6093805zbMATH OpenOpenAlexFDO

Authors Jinyong Hahn, Zhipeng Liao, Geert Ridder, Ruoyao Shi

Publication date 12 September 2023

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2023.111277

zbMATH Keywords

control variable approachindex restrictioninfluence functionsemiparametric two-step estimation

Mathematics Subject Classification ID

Optimality conditions for problems involving partial differential equations (49K20) Statistics (62-XX)

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Cites work

• Endogeneity in Semiparametric Binary Response Models
• Identification and Estimation of a Partially Linear Regression Model Using Network Data
• Identification and estimation of triangular simultaneous equations models without additivity
• Limited information estimators and exogeneity tests for simultaneous probit models
• The Asymptotic Variance of Semiparametric Estimators

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