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Keyword: semiparametric efficiency;
2 results found.
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Wolfgang Härdle, Oliver Linton and Yingcun Xia
In semiparametric models it is a common approach to under-smooth the nonparametric functions in order that estimators of the finite dimensional parameters can achieve root-n consistency. The requirement of under-smoothin...Read more...
Xiaohong Chen, David T. Jacho-Chávez and Oliver Linton
A new way of constructing efficient semiparametric instrumental variable estimators is proposed. The method involves the combination of a large number of possibly inefficient estimators rather than combining the instrume...Read more...