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You searched for "semiparametric efficiency"

Econometrics Paper
Optimal Smoothing for a Computationally and Statistically Efficient Single Index Estimator Wolfgang Härdle, Oliver Linton and Yingcun Xia July 2009
Paper No' EM/2009/537:
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Tags: ade; asymptotics; bandwidth; mave method; semiparametric efficiency.

Econometrics Paper
An Alternative Way of Computing Efficient Instrumental Variable Estimators Xiaohong Chen, David T. Jacho-Chávez and Oliver Linton June 2009
Paper No' EM/2009/536:
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JEL Classification: C12, C13, C14.


Tags: instrumental variables; minimum distance; semiparametric efficiency; two-stage least squares