Computing semiparametric efficiency bounds in linear models with nonparametric regressors

Volume: 185, Pages: 108673 - 108673
Published: Dec 1, 2019
Abstract
We use the computational method proposed by Severini and Tripathi (2001) to obtain semiparametric efficiency bounds in linear models with nonparametric regressors in the form of conditional expectations. Examples include social-interaction models. Explicit efficiency bounds for these models, with the degree of generality assumed here, had not been described...
Paper Details
Title
Computing semiparametric efficiency bounds in linear models with nonparametric regressors
Published Date
Dec 1, 2019
Volume
185
Pages
108673 - 108673
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