Efficiency Bounds for Semiparametric Regression

The paper derives efficiency bounds for conditional moment restrictions with a nonparametric component. The data form a random sample from a distribution F. There is a given function of the data and a parameter. The restriction is that a conditional expectation of this function is zero at some point...

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Veröffentlicht in:	Econometrica 1992-05, Vol.60 (3), p.567-596
1. Verfasser:	Chamberlain, Gary
Format:	Artikel
Sprache:	eng
Schlagworte:	Conditional probabilities Econometrics Economic efficiency Economic models Economic statistics Economic theory Efficiency Estimation methods Estimators Exact sciences and technology Linear inference, regression Mathematical independent variables Mathematical moments Mathematical vectors Mathematics Minimax Parametric models Probability and statistics Random variables Regression analysis Restrictions Sciences and techniques of general use Statistics
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