A simplified approach to computing efficiency bounds in semiparametric models

Citations

Cited by:

1. Kaido, Hiroaki, 2017. "Asymptotically Efficient Estimation Of Weighted Average Derivatives With An Interval Censored Variable," Econometric Theory, Cambridge University Press, vol. 33(5), pages 1218-1241, October.
   • Hiroaki Kaido, 2013. "Asymptotically Efficient Estimation of Weighted Average Derivatives with an Inverval Censored Variable," Boston University - Department of Economics - Working Papers Series 2013-022, Boston University - Department of Economics.
   • Hiroaki Kaido, 2014. "Asymptotically efficient estimation of weighted average derivatives with an interval censored variable," CeMMAP working papers 03/14, Institute for Fiscal Studies.
   • Hiroaki Kaido, 2014. "Asymptotically efficient estimation of weighted average derivatives with an interval censored variable," CeMMAP working papers CWP03/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
2. Severini, Thomas A. & Tripathi, Gautam, 2012. "Efficiency bounds for estimating linear functionals of nonparametric regression models with endogenous regressors," Journal of Econometrics, Elsevier, vol. 170(2), pages 491-498.
   • Thomas A. Severini & Gautam Tripathi, 2007. "Efficiency Bounds for Estimating Linear Functionals of Nonparametric Regression Models with Endogenous Regressors," Working papers 2007-18, University of Connecticut, Department of Economics.
   • Thomas A. Severini & Gautam Tripathi, 2007. "Efficiency bounds for estimating linear functionals of nonparametric regression models with endogenous regressors," CeMMAP working papers CWP13/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
3. Sueishi, Naoya, 2016. "A simple derivation of the efficiency bound for conditional moment restriction models," Economics Letters, Elsevier, vol. 138(C), pages 57-59.
   • Naoya Sueishi, 2015. "A Simple Derivation of the Efficiency Bound for Conditional Moment Restriction Models," Discussion Papers 1531, Graduate School of Economics, Kobe University.
4. Dennis Kristensen, 2009. "Semiparametric modelling and estimation (in Russian)," Quantile, Quantile, issue 7, pages 53-83, September.
5. Magnac, Thierry & Maurin, Eric, 2007. "Identification and information in monotone binary models," Journal of Econometrics, Elsevier, vol. 139(1), pages 76-104, July.
   • Magnac, Thierry & Maurin, Eric, 2003. "Identification and Information in Monotone Binary Models," IDEI Working Papers 180, Institut d'Économie Industrielle (IDEI), Toulouse, revised Oct 2004.
   • Thierry Magnac & Eric Maurin, 2007. "Identification and Information in Monotone Binary Models," PSE-Ecole d'économie de Paris (Postprint) halshs-00754218, HAL.
   • Thierry Magnac & Eric Maurin, 2007. "Identification and Information in Monotone Binary Models," Post-Print halshs-00754218, HAL.
6. Gagliardini, Patrick & Gourieroux, Christian, 2014. "Efficiency In Large Dynamic Panel Models With Common Factors," Econometric Theory, Cambridge University Press, vol. 30(5), pages 961-1020, October.
   • Patrick GAGLIARDINI & Christian GOURIEROUX, 2009. "Efficiency in Large Dynamic Panel Models with Common Factor," Swiss Finance Institute Research Paper Series 09-12, Swiss Finance Institute.
   • Patrick GAGLIARDINI & Christian GOURIEROUX, 2010. "Efficiency in Large Dynamic Panel Models with Common Factor," Working Papers 2010-05, Center for Research in Economics and Statistics.
7. Cosslett, Stephen R., 2013. "Efficient semiparametric estimation for endogenously stratified regression via smoothed likelihood," Journal of Econometrics, Elsevier, vol. 177(1), pages 116-129.
8. Chu, Ba & Jacho-Chávez, David T., 2012. "k-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA," Econometric Theory, Cambridge University Press, vol. 28(4), pages 769-803, August.
9. Aradillas-López, Andrés, 2019. "Computing semiparametric efficiency bounds in linear models with nonparametric regressors," Economics Letters, Elsevier, vol. 185(C).
10. Fan, Jianqing & Liao, Yuan, 2012. "Endogeneity in ultrahigh dimension," MPRA Paper 38698, University Library of Munich, Germany.
11. J. M. Krief, 2009. "Two Stage Semi Parametric Quantile Regression," Departmental Working Papers 2009-05, Department of Economics, Louisiana State University.
12. Devereux, Paul J. & Tripathi, Gautam, 2009. "Optimally combining censored and uncensored datasets," Journal of Econometrics, Elsevier, vol. 151(1), pages 17-32, July.
    • Paul J. Devereux & Gautam Tripathi, 2005. "Optimally Combining Censored and Uncensored Datasets," Working papers 2005-10, University of Connecticut, Department of Economics, revised Oct 2007.
    • Paul J. Devereux & Gautam Tripathi, 2008. "Optimally combining censored and uncensored datasets," Working Papers 200820, School of Economics, University College Dublin.
    • Devereux, Paul J. & Tripathi, Gautam, 2008. "Optimally Combining Censored and Uncensored Datasets," CEPR Discussion Papers 6990, C.E.P.R. Discussion Papers.
13. Poirier, Alexandre, 2017. "Efficient estimation in models with independence restrictions," Journal of Econometrics, Elsevier, vol. 196(1), pages 1-22.
14. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
15. Antoine, Bertille & Bonnal, Helene & Renault, Eric, 2007. "On the efficient use of the informational content of estimating equations: Implied probabilities and Euclidean empirical likelihood," Journal of Econometrics, Elsevier, vol. 138(2), pages 461-487, June.
    • Hélène Bonnal & Eric Renault, 2004. "On the Efficient Use of the Informational Content of Estimating Equations: Implied Probabilities and Euclidean Empirical Likelihood," CIRANO Working Papers 2004s-18, CIRANO.
16. Valentyn Panchenko & Artem Prokhorov, 2011. "Efficient estimation of parameters in marginals in semiparametric multivariate models," Working Papers 11001, Concordia University, Department of Economics.
    • Ivan Medovikov & Valentyn Panchenko & Artem Prokhorov, 2024. "Efficient estimation of parameters in marginals in semiparametric multivariate models," Papers 2401.17334, arXiv.org.
    • Panchenko, Valentyn & Prokhorov, Artem, 2016. "Efficient estimation of parameters in marginal in semiparametric multivariate models," Working Papers 2016-04, University of Sydney Business School, Discipline of Business Analytics.
17. Ying-Ying Lee, 2015. "Interpretation and Semiparametric Efficiency in Quantile Regression under Misspecification," Econometrics, MDPI, vol. 4(1), pages 1-14, December.
18. Tripathi, Gautam, 2011. "Generalized method of moments (GMM) based inference with stratified samples when the aggregate shares are known," Journal of Econometrics, Elsevier, vol. 165(2), pages 258-265.
19. Chen, Tao & Parker, Thomas, 2014. "Semiparametric efficiency for partially linear single-index regression models," Journal of Multivariate Analysis, Elsevier, vol. 130(C), pages 376-386.
20. P. Gagliardini & C. Gourieroux, 2008. "Duration time‐series models with proportional hazard," Journal of Time Series Analysis, Wiley Blackwell, vol. 29(1), pages 74-124, January.
    • Patrick Gagliardini & Christian Gourieroux, 2002. "Duration Time Series Models with Proportional Hazard," Working Papers 2002-21, Center for Research in Economics and Statistics.
21. Dennis Kristensen, 2009. "Semiparametric Modelling and Estimation: A Selective Overview," CREATES Research Papers 2009-44, Department of Economics and Business Economics, Aarhus University.
22. Hisatoshi Tanaka, 2020. "Differentiability of the Conditional Expectation," Working Papers 1920, Waseda University, Faculty of Political Science and Economics.
23. Escanciano, Juan Carlos, 2023. "Irregular identification of structural models with nonparametric unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 234(1), pages 106-127.
24. Kristensen, Dennis, 2004. "Estimation in two classes of semiparametric diffusion models," LSE Research Online Documents on Economics 24739, London School of Economics and Political Science, LSE Library.
    • Dennis Kristensen, 2004. "Estimation in Two Classes of Semiparametric Diffusion Models," FMG Discussion Papers dp500, Financial Markets Group.
25. Aradillas-López, Andrés, 2021. "Computing semiparametric efficiency bounds in discrete choice models with strategic-interactions and rational expectations," Journal of Econometrics, Elsevier, vol. 221(1), pages 25-42.
26. Escanciano, Juan Carlos, 2023. "Irregular identification of structural models with nonparametric unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 234(1), pages 106-127.
    • Juan Carlos Escanciano, 2020. "Irregular Identification of Structural Models with Nonparametric Unobserved Heterogeneity," Papers 2005.08611, arXiv.org.