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Semiparametric efficiency bounds
Abstract
Semiparametric models are those where the functional form of some components is unknown. Efficiency bounds are of fundamental importance for such models. They provide a guide to estimation methods and give an asymptotic efficiency standard. The purpose of this paper is to provide an introduction to research methods and problems for semiparametric efficiency bounds. The nature of the bounds is discussed, as well as ways of calculating them. Their uses in solving estimation problems are outlined, including construction of semiparametric estimators and calculation of their limiting distribution. The paper includes new results as well as survey material.
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Cited by
Chapter 36 Large sample estimation and hypothesis testing
Newey, W. K., & McFadden, D. (1994) · Handbook of Econometrics · doi:10.1016/s1573-4412(05)80005-4 · Cited by 1,743
Self-citationDoubly robust difference-in-differences estimators
Sant’Anna, P. H. C., & Zhao, J. (2020) · Journal of Econometrics · doi:10.1016/j.jeconom.2020.06.003 · Cited by 1,047
Cocreation of Value in a Platform Ecosystem: The Case of Enterprise Software1
Ceccagnoli, M., Forman, C., Huang, P., & Wu, D. J. (2012) · MIS Quarterly · doi:10.2307/41410417 · Cited by 794
Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
Ai, C., & Chen, X. (2003) · Econometrica · doi:10.1111/1468-0262.00470 · Cited by 726
The Asymptotic Variance of Semiparametric Estimators
Newey, W. K. (1994) · Econometrica · doi:10.2307/2951752 · Cited by 717
Self-citation
Metadata
- Authors
- Newey, W. K.
- Venue
- Journal of Applied Econometrics
- Publisher
- Wiley
- Published
- 1990-04
- Volume
- 5
- Issue
- 2
- Pages
- 99-135
- ISSN
- 0883-7252 (ISSN-L)
- 1099-1255
- OpenAlex
- W2129086422
- Cited by
- 530
- References
- 1
- FWCI
- 8.94
- Type
- journal article
- Language
- en
- Open access
- closed
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