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Efficiency Bounds for Semiparametric Regression
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Efficiency Bounds for Semiparametric Regression
Efficiency Bounds for Semiparametric Regression
GC
Gary Chamberlain
Gary Chamberlain
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1 May 1992
journal article
Published by
JSTOR
in
Econometrica
Vol. 60
(3)
,
567
https://doi.org/10.2307/2951584
Abstract
The paper derives efficiency bounds for conditional moment restrictions with a nonparametric component. The data form a random sample from a distribution F. The...
Keywords
EFFICIENCY BOUNDS FOR SEMIPARAMETRIC REGRESSION
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Cited by 174 articles